8.55Open10.15Pre Close119 Volume1.55K Open Interest175.00Strike Price93.31KTurnover50.06%IV0.60%PremiumJul 26, 2024Expiry Date5.65Intrinsic Value100Multiplier4DDays to Expiry1.01Extrinsic Value100Contract SizeAmericanOptions Type-0.7167Delta0.0373Gamma23.77Leverage Ratio-0.3624Theta-0.0130Rho-17.03Eff Leverage0.0617Vega