0.07Open0.08Pre Close14 Volume4.22K Open Interest39.00Strike Price95.00Turnover22.66%IV3.72%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1320Delta0.1867Gamma502.00Leverage Ratio-0.0188Theta0.0009Rho66.27Eff Leverage0.0108Vega