0.85Open1.15Pre Close1.03K Volume844 Open Interest16.00Strike Price94.76KTurnover50.36%IV4.09%PremiumJan 17, 2025Expiry Date0.37Intrinsic Value100Multiplier21DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.6066Delta0.1947Gamma16.37Leverage Ratio-0.0194Theta0.0051Rho9.93Eff Leverage0.0151Vega