0.47Open0.75Pre Close2 Volume621 Open Interest70.00Strike Price94.00Turnover37.80%IV6.51%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.2456Delta0.0632Gamma94.51Leverage Ratio-0.0563Theta0.0062Rho23.22Eff Leverage0.0415Vega