45.80Open55.50Pre Close21 Volume428 Open Interest445.00Strike Price95.45KTurnover2582.47%IV1.65%PremiumDec 13, 2024Expiry Date36.33Intrinsic Value100Multiplier0DDays to Expiry6.74Extrinsic Value100Contract SizeAmericanOptions Type-0.9408Delta0.0052Gamma11.40Leverage Ratio-762.9402Theta0.0000Rho-10.72Eff Leverage0.0010Vega