0.03Open0.03Pre Close37 Volume575 Open Interest99.00Strike Price95.00Turnover38.61%IV9.57%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0181Delta0.0115Gamma3615.20Leverage Ratio-0.0154Theta0.0002Rho65.40Eff Leverage0.0045Vega