2.95Open2.50Pre Close1 Volume13 Open Interest200.00Strike Price295.00Turnover15.17%IV1.35%PremiumAug 16, 2024Expiry Date0.25Intrinsic Value100Multiplier23DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type0.5555Delta0.0509Gamma56.01Leverage Ratio-0.0805Theta0.0702Rho31.12Eff Leverage0.2021Vega