0.47Open0.75Pre Close2 Volume177 Open Interest97.50Strike Price94.00Turnover25.49%IV6.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.1345Delta0.0319Gamma219.54Leverage Ratio-0.0293Theta-0.0084Rho-29.53Eff Leverage0.0576Vega