0.20Open0.30Pre Close3 Volume957 Open Interest18.00Strike Price94.00Turnover22.92%IV0.55%PremiumAug 16, 2024Expiry Date0.27Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7776Delta0.8045Gamma56.22Leverage Ratio-0.0221Theta0.0011Rho43.72Eff Leverage0.0048Vega