0.95Open2.01Pre Close1 Volume385 Open Interest45.00Strike Price95.00Turnover23.54%IV0.48%PremiumNov 15, 2024Expiry Date0.73Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.7963Delta0.3087Gamma53.80Leverage Ratio-0.0547Theta0.0026Rho42.84Eff Leverage0.0110Vega