0.95Open1.28Pre Close1 Volume339 Open Interest37.50Strike Price95.00Turnover41.34%IV0.52%PremiumAug 2, 2024Expiry Date0.76Intrinsic Value100Multiplier3DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.6808Delta0.2417Gamma35.67Leverage Ratio-0.0771Theta-0.0022Rho-24.28Eff Leverage0.0128Vega