0.85Open1.15Pre Close1.03K Volume844 Open Interest16.00Strike Price94.76KTurnover51.22%IV4.09%PremiumJan 17, 2025Expiry Date0.37Intrinsic Value100Multiplier20DDays to Expiry0.67Extrinsic Value100Contract SizeAmericanOptions Type0.6063Delta0.1945Gamma16.37Leverage Ratio-0.0200Theta0.0050Rho9.93Eff Leverage0.0149Vega