0.15Open0.10Pre Close7 Volume322 Open Interest130.00Strike Price95.00Turnover21.11%IV3.03%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0889Delta0.0625Gamma1202.57Leverage Ratio-0.0569Theta0.0010Rho106.88Eff Leverage0.0196Vega