0.03Open0.03Pre Close45 Volume854 Open Interest35.50Strike Price95.00Turnover124.63%IV9.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0446Delta0.0562Gamma1082.67Leverage Ratio-0.1198Theta0.0000Rho48.24Eff Leverage0.0013Vega