0.19Open0.12Pre Close5 Volume34 Open Interest24.00Strike Price94.00Turnover20.18%IV4.18%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2773Delta0.2793Gamma115.90Leverage Ratio-0.0092Theta0.0041Rho32.14Eff Leverage0.0199Vega