8.63Open7.30Pre Close102 Volume200 Open Interest570.00Strike Price94.76KTurnover32.10%IV0.27%PremiumJul 12, 2024Expiry Date5.45Intrinsic Value100Multiplier1DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type-0.6619Delta0.0296Gamma69.91Leverage Ratio-1.4800Theta-0.0160Rho-46.27Eff Leverage0.1411Vega