0.05Open0.45Pre Close11 Volume15 Open Interest430.00Strike Price95.00Turnover40.42%IV9.57%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0170Delta0.0025Gamma3925.40Leverage Ratio-0.0676Theta0.0007Rho66.61Eff Leverage0.0173Vega