9.50Open7.10Pre Close97 Volume809 Open Interest49.00Strike Price94.96KTurnover263.02%IV8.25%PremiumOct 11, 2024Expiry Date4.58Intrinsic Value100Multiplier4DDays to Expiry4.42Extrinsic Value100Contract SizeAmericanOptions Type0.6946Delta0.0229Gamma6.57Leverage Ratio-0.6817Theta0.0033Rho4.57Eff Leverage0.0204Vega