0.13Open0.50Pre Close14 Volume67 Open Interest142.00Strike Price94.00Turnover43.91%IV10.94%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0214Delta0.0080Gamma2560.80Leverage Ratio-0.0287Theta0.0004Rho54.79Eff Leverage0.0075Vega