0.35Open0.50Pre Close3 Volume93 Open Interest77.00Strike Price95.00Turnover15.18%IV3.00%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1868Delta0.1357Gamma375.25Leverage Ratio-0.0258Theta0.0042Rho70.08Eff Leverage0.0350Vega