0.95Open1.17Pre Close1 Volume2 Open Interest37.50Strike Price95.00Turnover45.53%IV0.25%PremiumOct 4, 2024Expiry Date0.86Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.6829Delta0.2134Gamma31.05Leverage Ratio-0.0823Theta-0.0024Rho-21.20Eff Leverage0.0131Vega