104.06Open97.13Pre Close9 Volume655 Open Interest820.00Strike Price93.50KTurnover51.83%IV0.24%PremiumDec 20, 2024Expiry Date101.08Intrinsic Value100Multiplier3DDays to Expiry2.22Extrinsic Value100Contract SizeAmericanOptions Type0.9902Delta0.0006Gamma9.07Leverage Ratio-0.2190Theta0.0769Rho8.98Eff Leverage0.0235Vega