0.94Open0.78Pre Close1 Volume38 Open Interest93.00Strike Price94.00Turnover47.31%IV4.08%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.1708Delta0.0915Gamma361.04Leverage Ratio-0.2146Theta0.0006Rho61.67Eff Leverage0.0149Vega