0.95Open1.22Pre Close1 Volume99 Open Interest37.00Strike Price95.00Turnover41.82%IV1.15%PremiumDec 13, 2024Expiry Date0.52Intrinsic Value100Multiplier1DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.7662Delta0.4165Gamma60.03Leverage Ratio-0.1456Theta0.0006Rho46.00Eff Leverage0.0054Vega