0.05Open0.60Pre Close20 Volume184 Open Interest46.00Strike Price95.00Turnover115.06%IV0.69%PremiumNov 1, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.1401Delta0.7966Gamma2315.00Leverage Ratio-3.0802Theta0.0000Rho-324.35Eff Leverage0.0005Vega