0.95Open1.04Pre Close1 Volume133 Open Interest115.00Strike Price95.00Turnover34.63%IV8.92%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.1989Delta0.0313Gamma112.05Leverage Ratio-0.0612Theta0.0118Rho22.29Eff Leverage0.0718Vega