0.01Open0.06Pre Close62 Volume702 Open Interest42.00Strike Price94.00Turnover50.74%IV11.30%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0311Delta0.0333Gamma1510.20Leverage Ratio-0.0142Theta0.0001Rho47.01Eff Leverage0.0029Vega