0.15Open0.05Pre Close6 Volume256 Open Interest0.50Strike Price94.00Turnover152.64%IV10.17%PremiumJan 17, 2025Expiry Date0.09Intrinsic Value100Multiplier16DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.7506Delta1.6497Gamma4.72Leverage Ratio-0.0019Theta0.0001Rho3.54Eff Leverage0.0004Vega