0.15Open0.27Pre Close13 Volume362 Open Interest49.00Strike Price95.00Turnover52.76%IV3.55%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0832Delta0.1175Gamma1015.00Leverage Ratio-0.1121Theta-0.0001Rho-84.41Eff Leverage0.0038Vega