0.07Open0.26Pre Close13 Volume2.88K Open Interest582.50Strike Price94.00Turnover54.63%IV2.40%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0127Delta0.0049Gamma19893.00Leverage Ratio-0.6404Theta0.0000Rho-253.50Eff Leverage0.0041Vega