5.68Open6.70Pre Close111 Volume624 Open Interest470.00Strike Price95.47KTurnover30.05%IV0.16%PremiumJul 19, 2024Expiry Date6.00Intrinsic Value100Multiplier0DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type0.7936Delta0.0379Gamma68.49Leverage Ratio-0.9492Theta0.0103Rho54.35Eff Leverage0.0715Vega