0.15Open0.10Pre Close7 Volume121 Open Interest17.50Strike Price95.00Turnover152.13%IV24.43%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0458Delta0.0242Gamma288.13Leverage Ratio-0.0368Theta-0.0001Rho-13.19Eff Leverage0.0025Vega