0.50Open0.40Pre Close2 Volume35 Open Interest2.50Strike Price95.00Turnover70.83%IV1.72%PremiumNov 15, 2024Expiry Date0.40Intrinsic Value100Multiplier20DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8394Delta0.5069Gamma6.44Leverage Ratio-0.0032Theta0.0011Rho5.41Eff Leverage0.0017Vega