0.95Open1.28Pre Close1 Volume339 Open Interest37.50Strike Price95.00Turnover41.18%IV0.63%PremiumAug 2, 2024Expiry Date0.72Intrinsic Value100Multiplier3DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.6736Delta0.2449Gamma36.24Leverage Ratio-0.0779Theta-0.0022Rho-24.41Eff Leverage0.0129Vega