0.95Open1.05Pre Close1 Volume236 Open Interest120.00Strike Price95.00Turnover30.85%IV6.91%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.2212Delta0.0374Gamma116.03Leverage Ratio-0.0660Theta0.0124Rho25.67Eff Leverage0.0764Vega