0.35Open0.50Pre Close3 Volume93 Open Interest77.00Strike Price95.00Turnover15.95%IV3.02%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1797Delta0.1261Gamma333.49Leverage Ratio-0.0262Theta0.0040Rho59.94Eff Leverage0.0341Vega