0.01Open0.02Pre Close85 Volume768 Open Interest85.00Strike Price94.00Turnover156.00%IV16.44%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0070Delta0.0044Gamma7301.00Leverage Ratio-0.0677Theta0.0000Rho51.06Eff Leverage0.0006Vega