0.40Open0.41Pre Close3 Volume159 Open Interest250.00Strike Price94.00Turnover31.65%IV3.61%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.0952Delta0.0272Gamma878.33Leverage Ratio-0.1929Theta0.0015Rho83.60Eff Leverage0.0333Vega