0.20Open0.20Pre Close4 Volume136 Open Interest205.00Strike Price95.00Turnover41.91%IV7.30%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.0549Delta0.0105Gamma883.48Leverage Ratio-0.1114Theta-0.0015Rho-48.46Eff Leverage0.0279Vega