0.03Open0.06Pre Close34 Volume45 Open Interest80.00Strike Price93.00Turnover80.92%IV11.63%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0603Delta0.0242Gamma573.52Leverage Ratio-0.0913Theta0.0003Rho34.57Eff Leverage0.0073Vega