2.91Open3.17Pre Close293 Volume334 Open Interest86.00Strike Price94.19KTurnover63.03%IV1.63%PremiumNov 22, 2024Expiry Date2.08Intrinsic Value100Multiplier4DDays to Expiry1.37Extrinsic Value100Contract SizeAmericanOptions Type-0.6268Delta0.0680Gamma24.50Leverage Ratio-0.2694Theta-0.0057Rho-15.36Eff Leverage0.0335Vega