0.26Open1.11Pre Close14 Volume94 Open Interest122.00Strike Price94.00Turnover70.75%IV3.21%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0167Delta0.0247Gamma5911.13Leverage Ratio-0.2160Theta0.0000Rho98.55Eff Leverage0.0010Vega