0.02Open0.01Pre Close93 Volume347 Open Interest50.00Strike Price95.00Turnover15.07%IV2.42%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0388Delta0.1307Gamma4883.00Leverage Ratio-0.0076Theta0.0001Rho189.68Eff Leverage0.0036Vega