0.95Open0.95Pre Close1 Volume419 Open Interest35.00Strike Price95.00Turnover36.03%IV2.63%PremiumDec 20, 2024Expiry Date0.03Intrinsic Value100Multiplier5DDays to Expiry0.92Extrinsic Value100Contract SizeAmericanOptions Type-0.4935Delta0.2569Gamma55.95Leverage Ratio-0.0565Theta-0.0025Rho-27.61Eff Leverage0.0172Vega