5.40Open4.69Pre Close218 Volume806 Open Interest272.50Strike Price94.34KTurnover40.90%IV1.31%PremiumJul 19, 2024Expiry Date1.21Intrinsic Value100Multiplier3DDays to Expiry3.59Extrinsic Value100Contract SizeAmericanOptions Type0.5587Delta0.0381Gamma56.73Leverage Ratio-0.7369Theta0.0127Rho31.70Eff Leverage0.1000Vega