0.37Open0.37Pre Close3 Volume0 Open Interest19.00Strike Price94.00Turnover135.88%IV32.92%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1342Delta0.0666Gamma72.23Leverage Ratio-0.0347Theta0.0005Rho9.69Eff Leverage0.0052Vega