0.29Open0.24Pre Close5.38K Volume14.82K Open Interest11.00Strike Price94.21KTurnover29.02%IV1.22%PremiumDec 6, 2024Expiry Date0.04Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.5538Delta1.1755Gamma66.88Leverage Ratio-0.0184Theta0.0007Rho37.03Eff Leverage0.0046Vega