0.15Open0.08Pre Close7 Volume2 Open Interest142.00Strike Price94.00Turnover27.67%IV3.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.0835Delta0.0409Gamma1091.04Leverage Ratio-0.0831Theta-0.0010Rho-91.14Eff Leverage0.0208Vega