0.12Open0.09Pre Close8 Volume44 Open Interest114.00Strike Price94.00Turnover21.86%IV2.87%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0997Delta0.0642Gamma837.57Leverage Ratio-0.0541Theta-0.0012Rho-83.51Eff Leverage0.0218Vega