0.95Open1.28Pre Close1 Volume339 Open Interest37.50Strike Price95.00Turnover41.24%IV0.68%PremiumAug 2, 2024Expiry Date0.70Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.6764Delta0.2436Gamma36.98Leverage Ratio-0.0776Theta-0.0022Rho-25.02Eff Leverage0.0129Vega