0.09Open0.22Pre Close9 Volume278 Open Interest167.50Strike Price94.00Turnover55.31%IV5.37%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.0485Delta0.0171Gamma1474.00Leverage Ratio-0.1197Theta-0.0003Rho-71.43Eff Leverage0.0107Vega