0.05Open0.45Pre Close11 Volume15 Open Interest430.00Strike Price95.00Turnover38.57%IV8.98%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0175Delta0.0027Gamma3946.50Leverage Ratio-0.0666Theta0.0008Rho69.04Eff Leverage0.0180Vega