0.55Open0.58Pre Close3.80K Volume3.54K Open Interest18.00Strike Price94.49KTurnover181.59%IV24.66%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1281Delta0.0830Gamma97.07Leverage Ratio-0.0753Theta0.0002Rho12.44Eff Leverage0.0029Vega