0.95Open1.28Pre Close1 Volume339 Open Interest37.50Strike Price95.00Turnover40.13%IV0.64%PremiumAug 2, 2024Expiry Date0.72Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.6938Delta0.2451Gamma35.89Leverage Ratio-0.0731Theta-0.0022Rho-24.90Eff Leverage0.0126Vega