0.15Open0.10Pre Close7 Volume322 Open Interest130.00Strike Price95.00Turnover21.31%IV3.06%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0882Delta0.0615Gamma1202.29Leverage Ratio-0.0570Theta0.0010Rho106.04Eff Leverage0.0195Vega