0.44Open0.60Pre Close2 Volume109 Open Interest24.00Strike Price94.00Turnover64.44%IV15.65%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.2543Delta0.0901Gamma42.37Leverage Ratio-0.0236Theta0.0033Rho10.77Eff Leverage0.0177Vega