0.10Open0.12Pre Close26 Volume355 Open Interest380.00Strike Price95.00Turnover45.04%IV4.22%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0170Delta0.0052Gamma7934.00Leverage Ratio-0.2070Theta-0.0001Rho-135.00Eff Leverage0.0076Vega