0.40Open0.37Pre Close1.14K Volume1.51K Open Interest5.00Strike Price94.49KTurnover152.33%IV9.27%PremiumJan 17, 2025Expiry Date0.50Intrinsic Value100Multiplier21DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.6736Delta0.1778Gamma5.24Leverage Ratio-0.0176Theta0.0016Rho3.53Eff Leverage0.0048Vega