0.05Open0.56Pre Close14 Volume4 Open Interest20.00Strike Price94.00Turnover61.65%IV7.94%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.1025Delta0.1278Gamma309.29Leverage Ratio-0.0296Theta-0.0002Rho-31.69Eff Leverage0.0040Vega