0.15Open0.16Pre Close4 Volume6 Open Interest5.00Strike Price95.00Turnover84.11%IV13.01%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4365Delta0.3748Gamma15.63Leverage Ratio-0.0083Theta0.0012Rho6.82Eff Leverage0.0049Vega