0.15Open0.20Pre Close6 Volume141 Open Interest47.00Strike Price94.00Turnover30.15%IV2.82%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.2045Delta0.1891Gamma275.31Leverage Ratio-0.0548Theta-0.0010Rho-56.30Eff Leverage0.0141Vega