0.35Open0.50Pre Close3 Volume93 Open Interest77.00Strike Price95.00Turnover16.10%IV2.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1972Delta0.1335Gamma333.69Leverage Ratio-0.0285Theta0.0043Rho65.81Eff Leverage0.0358Vega