0.04Open0.04Pre Close34 Volume1.66K Open Interest29.00Strike Price94.00Turnover48.49%IV10.15%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0507Delta0.0722Gamma878.17Leverage Ratio-0.0146Theta0.0002Rho44.50Eff Leverage0.0031Vega