2.95Open4.50Pre Close1 Volume68 Open Interest57.50Strike Price295.00Turnover42.11%IV0.57%PremiumDec 20, 2024Expiry Date2.61Intrinsic Value100Multiplier4DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.8411Delta0.0909Gamma21.47Leverage Ratio-0.0852Theta0.0053Rho18.06Eff Leverage0.0153Vega