0.47Open0.75Pre Close2 Volume621 Open Interest70.00Strike Price94.00Turnover37.14%IV6.51%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.2457Delta0.0632Gamma94.51Leverage Ratio-0.0545Theta0.0064Rho23.23Eff Leverage0.0422Vega