0.95Open1.10Pre Close1 Volume72 Open Interest3.00Strike Price95.00Turnover83.40%IV2.20%PremiumDec 20, 2024Expiry Date0.87Intrinsic Value100Multiplier14DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.9474Delta0.1698Gamma4.42Leverage Ratio-0.0027Theta0.0011Rho4.18Eff Leverage0.0008Vega