0.95Open1.37Pre Close1 Volume583 Open Interest14.00Strike Price95.00Turnover37.07%IV0.38%PremiumDec 20, 2024Expiry Date0.90Intrinsic Value100Multiplier19DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.7639Delta0.2834Gamma12.78Leverage Ratio-0.0078Theta-0.0045Rho-9.76Eff Leverage0.0093Vega