0.07Open0.26Pre Close13 Volume2.88K Open Interest582.50Strike Price94.00Turnover57.52%IV2.50%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0165Delta0.0061Gamma19914.00Leverage Ratio-0.8985Theta0.0000Rho-329.13Eff Leverage0.0048Vega