0.95Open0.60Pre Close1 Volume149 Open Interest6.00Strike Price95.00Turnover135.61%IV5.25%PremiumNov 15, 2024Expiry Date0.67Intrinsic Value100Multiplier15DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.6147Delta0.2632Gamma5.33Leverage Ratio-0.0186Theta-0.0015Rho-3.28Eff Leverage0.0041Vega