0.09Open0.22Pre Close9 Volume278 Open Interest167.50Strike Price94.00Turnover55.03%IV5.37%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0485Delta0.0171Gamma1861.89Leverage Ratio-0.1196Theta-0.0003Rho-90.23Eff Leverage0.0107Vega