0.03Open0.03Pre Close14.88K Volume13.65K Open Interest11.50Strike Price94.31KTurnover44.98%IV3.40%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.2677Delta0.7016Gamma149.20Leverage Ratio-0.0259Theta0.0003Rho39.94Eff Leverage0.0034Vega