0.05Open0.05Pre Close29 Volume281 Open Interest45.00Strike Price94.00Turnover33.23%IV6.08%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0463Delta0.0537Gamma1368.00Leverage Ratio-0.0165Theta-0.0003Rho-63.33Eff Leverage0.0053Vega