0.30Open0.60Pre Close3 Volume36 Open Interest28.00Strike Price94.00Turnover17.90%IV3.09%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.3744Delta0.2944Gamma84.52Leverage Ratio-0.0110Theta0.0068Rho31.65Eff Leverage0.0273Vega