2.58Open1.85Pre Close392 Volume2.42K Open Interest105.00Strike Price94.86KTurnover46.03%IV0.56%PremiumDec 20, 2024Expiry Date2.25Intrinsic Value100Multiplier3DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.7089Delta0.0786Gamma34.60Leverage Ratio-0.2904Theta0.0057Rho24.52Eff Leverage0.0325Vega