0.05Open0.02Pre Close7 Volume639 Open Interest12.50Strike Price95.00Turnover62.53%IV14.82%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1004Delta0.1609Gamma218.60Leverage Ratio-0.0102Theta0.0003Rho21.96Eff Leverage0.0031Vega