0.47Open0.60Pre Close2 Volume508 Open Interest60.00Strike Price94.00Turnover45.53%IV15.01%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.1388Delta0.0372Gamma131.45Leverage Ratio-0.0299Theta0.0043Rho18.24Eff Leverage0.0289Vega