0.07Open0.26Pre Close13 Volume2.88K Open Interest582.50Strike Price94.00Turnover51.35%IV2.33%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0130Delta0.0050Gamma19878.00Leverage Ratio-0.5841Theta0.0000Rho-257.49Eff Leverage0.0043Vega