0.16Open0.35Pre Close6 Volume1.27K Open Interest27.00Strike Price95.00Turnover57.08%IV5.64%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1583Delta0.1966Gamma257.00Leverage Ratio-0.0567Theta0.0003Rho40.69Eff Leverage0.0052Vega