0.10Open0.07Pre Close10 Volume505 Open Interest11.00Strike Price95.00Turnover107.37%IV62.37%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0864Delta0.0741Gamma91.07Leverage Ratio-0.0055Theta0.0004Rho7.87Eff Leverage0.0031Vega