0.15Open0.10Pre Close7 Volume322 Open Interest130.00Strike Price95.00Turnover20.94%IV3.06%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0895Delta0.0633Gamma1202.24Leverage Ratio-0.0568Theta0.0010Rho107.59Eff Leverage0.0197Vega