0.05Open0.06Pre Close25 Volume26 Open Interest43.50Strike Price94.00Turnover35.00%IV6.01%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0431Delta0.0546Gamma1541.33Leverage Ratio-0.0168Theta-0.0002Rho-66.50Eff Leverage0.0044Vega