0.70Open1.47Pre Close3 Volume330 Open Interest157.50Strike Price95.00Turnover536.69%IV1.76%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0695Delta0.0815Gamma3096.60Leverage Ratio-74.8314Theta0.0000Rho215.06Eff Leverage0.0004Vega