0.95Open1.15Pre Close1 Volume22 Open Interest8.00Strike Price95.00Turnover49.89%IV1.12%PremiumDec 20, 2024Expiry Date0.87Intrinsic Value100Multiplier6DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.9574Delta0.2258Gamma8.15Leverage Ratio-0.0024Theta-0.0007Rho-7.80Eff Leverage0.0009Vega