0.05Open0.05Pre Close13.11K Volume18.94K Open Interest10.00Strike Price94.10KTurnover32.74%IV0.70%PremiumDec 27, 2024Expiry Date0.02Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.5474Delta2.0043Gamma111.33Leverage Ratio-0.0400Theta0.0002Rho60.95Eff Leverage0.0024Vega