0.55Open0.38Pre Close1.23K Volume5.53K Open Interest25.50Strike Price93.69KTurnover22.71%IV0.31%PremiumNov 29, 2024Expiry Date0.68Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8543Delta0.3638Gamma34.91Leverage Ratio-0.0200Theta0.0024Rho29.82Eff Leverage0.0063Vega