0.94Open1.00Pre Close1 Volume248 Open Interest62.50Strike Price94.00Turnover30.71%IV6.46%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.3141Delta0.0706Gamma61.12Leverage Ratio-0.0347Theta0.0134Rho19.20Eff Leverage0.0581Vega