0.55Open1.05Pre Close3 Volume15 Open Interest130.00Strike Price95.00Turnover35.12%IV7.63%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0756Delta0.0180Gamma511.20Leverage Ratio-0.0573Theta-0.0026Rho-38.65Eff Leverage0.0321Vega