0.35Open0.15Pre Close3 Volume138 Open Interest200.00Strike Price95.00Turnover22.50%IV10.46%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.0563Delta0.0106Gamma725.36Leverage Ratio-0.0250Theta0.0068Rho40.83Eff Leverage0.0536Vega