0.35Open0.50Pre Close3 Volume93 Open Interest77.00Strike Price95.00Turnover16.41%IV2.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1970Delta0.1333Gamma333.69Leverage Ratio-0.0295Theta0.0042Rho65.75Eff Leverage0.0352Vega