0.30Open0.13Pre Close4 Volume247 Open Interest175.00Strike Price94.00Turnover103.80%IV8.46%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0157Delta0.0050Gamma4247.33Leverage Ratio-0.2443Theta0.0000Rho-66.80Eff Leverage0.0030Vega