0.10Open0.10Pre Close10 Volume342 Open Interest2.50Strike Price95.00Turnover128.09%IV35.42%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2459Delta0.5296Gamma25.60Leverage Ratio-0.0045Theta0.0002Rho6.29Eff Leverage0.0015Vega