0.01Open0.03Pre Close94 Volume174 Open Interest45.50Strike Price94.00Turnover172.18%IV3.21%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0311Delta0.0853Gamma4700.00Leverage Ratio-0.7166Theta0.0000Rho-146.13Eff Leverage0.0003Vega