0.42Open1.12Pre Close2 Volume270 Open Interest31.00Strike Price94.00Turnover29.46%IV1.22%PremiumOct 18, 2024Expiry Date0.14Intrinsic Value100Multiplier13DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.5555Delta0.2250Gamma38.93Leverage Ratio-0.0286Theta0.0060Rho21.62Eff Leverage0.0236Vega