0.15Open0.08Pre Close7 Volume2 Open Interest142.00Strike Price94.00Turnover28.28%IV3.71%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.0819Delta0.0393Gamma1091.41Leverage Ratio-0.0834Theta-0.0010Rho-89.39Eff Leverage0.0206Vega