0.01Open0.05Pre Close12 Volume351 Open Interest910.00Strike Price94.00Turnover89.85%IV15.41%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0022Delta0.0002Gamma31539.20Leverage Ratio-0.0250Theta0.0001Rho68.77Eff Leverage0.0030Vega