0.95Open0.95Pre Close1 Volume1 Open Interest599.00Strike Price95.00Turnover15.60%IV1.14%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.2244Delta0.0406Gamma624.39Leverage Ratio-0.5052Theta0.0084Rho140.10Eff Leverage0.1416Vega