0.47Open0.90Pre Close2 Volume24 Open Interest145.00Strike Price94.00Turnover63.03%IV6.11%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.1380Delta0.0322Gamma291.70Leverage Ratio-0.3099Theta0.0012Rho40.25Eff Leverage0.0240Vega