0.95Open1.17Pre Close1 Volume2 Open Interest37.50Strike Price95.00Turnover46.40%IV0.25%PremiumOct 4, 2024Expiry Date0.86Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.6831Delta0.2135Gamma31.05Leverage Ratio-0.0858Theta-0.0023Rho-21.21Eff Leverage0.0129Vega