104.06Open97.13Pre Close9 Volume655 Open Interest820.00Strike Price93.50KTurnover50.87%IV0.24%PremiumDec 20, 2024Expiry Date101.08Intrinsic Value100Multiplier3DDays to Expiry2.22Extrinsic Value100Contract SizeAmericanOptions Type0.9906Delta0.0005Gamma9.07Leverage Ratio-0.2115Theta0.0788Rho8.98Eff Leverage0.0229Vega