0.95Open1.28Pre Close1 Volume339 Open Interest37.50Strike Price95.00Turnover40.13%IV0.71%PremiumAug 2, 2024Expiry Date0.69Intrinsic Value100Multiplier3DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.6938Delta0.2451Gamma37.37Leverage Ratio-0.0731Theta-0.0022Rho-25.93Eff Leverage0.0126Vega