0.94Open1.00Pre Close1 Volume27 Open Interest730.00Strike Price94.00Turnover1114.33%IV2.82%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type-0.1101Delta0.0107Gamma798.11Leverage Ratio-1017.0746Theta0.0000Rho-87.86Eff Leverage0.0030Vega