0.02Open0.05Pre Close35 Volume565 Open Interest227.50Strike Price94.00Turnover300.95%IV5.20%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0121Delta0.0065Gamma10814.00Leverage Ratio-3.3822Theta0.0000Rho130.47Eff Leverage0.0005Vega