0.95Open0.90Pre Close35 Volume2.21K Open Interest4.00Strike Price3.45KTurnover67.58%IV1.01%PremiumSep 20, 2024Expiry Date0.95Intrinsic Value100Multiplier23DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9118Delta0.1892Gamma4.95Leverage Ratio-0.0034Theta0.0022Rho4.51Eff Leverage0.0020Vega