0.16Open0.18Pre Close6 Volume27 Open Interest115.00Strike Price95.00Turnover43.94%IV17.12%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0581Delta0.0124Gamma436.98Leverage Ratio-0.0316Theta0.0026Rho25.39Eff Leverage0.0248Vega