0.11Open0.20Pre Close3.42K Volume1.99K Open Interest218.00Strike Price94.49KTurnover34.80%IV1.79%PremiumJul 30, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1358Delta0.0629Gamma923.88Leverage Ratio-0.5061Theta-0.0006Rho-125.51Eff Leverage0.0217Vega