0.55Open0.58Pre Close3.80K Volume3.03K Open Interest18.00Strike Price94.49KTurnover174.07%IV24.66%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1406Delta0.0846Gamma83.20Leverage Ratio-0.0721Theta0.0002Rho11.70Eff Leverage0.0034Vega