0.47Open0.75Pre Close2 Volume621 Open Interest70.00Strike Price94.00Turnover34.07%IV6.57%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.2177Delta0.0645Gamma120.23Leverage Ratio-0.0465Theta0.0057Rho26.18Eff Leverage0.0394Vega