0.05Open0.07Pre Close20 Volume681 Open Interest18.00Strike Price94.00Turnover146.35%IV21.12%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0324Delta0.0241Gamma569.25Leverage Ratio-0.0289Theta-0.0001Rho-18.42Eff Leverage0.0015Vega