0.35Open0.50Pre Close3 Volume90 Open Interest77.00Strike Price95.00Turnover18.53%IV2.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2252Delta0.1282Gamma250.27Leverage Ratio-0.0362Theta0.0047Rho56.36Eff Leverage0.0379Vega