0.35Open0.50Pre Close3 Volume93 Open Interest77.00Strike Price95.00Turnover16.34%IV2.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1971Delta0.1334Gamma333.69Leverage Ratio-0.0293Theta0.0042Rho65.76Eff Leverage0.0353Vega