0.05Open0.05Pre Close13.11K Volume18.58K Open Interest10.00Strike Price94.10KTurnover26.54%IV0.70%PremiumDec 27, 2024Expiry Date0.02Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.5474Delta1.8976Gamma105.47Leverage Ratio-0.0217Theta0.0003Rho57.74Eff Leverage0.0031Vega