0.95Open1.15Pre Close1 Volume22 Open Interest8.00Strike Price95.00Turnover53.52%IV1.12%PremiumDec 20, 2024Expiry Date0.87Intrinsic Value100Multiplier5DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.9587Delta0.2176Gamma8.15Leverage Ratio-0.0027Theta-0.0007Rho-7.81Eff Leverage0.0008Vega