0.18Open0.12Pre Close5 Volume14 Open Interest23.00Strike Price95.00Turnover86.03%IV8.31%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2079Delta0.1616Gamma107.10Leverage Ratio-0.0767Theta0.0004Rho22.27Eff Leverage0.0059Vega