11.15Open9.58Pre Close80 Volume4.85K Open Interest14.00Strike Price94.99KTurnover396.45%IV0.79%PremiumJan 17, 2025Expiry Date11.18Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.9803Delta0.0062Gamma2.24Leverage Ratio-0.0569Theta0.0008Rho2.19Eff Leverage0.0009Vega