0.95Open1.28Pre Close1 Volume339 Open Interest37.50Strike Price95.00Turnover39.59%IV0.03%PremiumAug 2, 2024Expiry Date0.94Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.7437Delta0.2272Gamma31.38Leverage Ratio-0.0633Theta-0.0024Rho-23.34Eff Leverage0.0116Vega