0.16Open0.06Pre Close6.70K Volume7.26K Open Interest10.50Strike Price95.01KTurnover34.32%IV1.70%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.4786Delta1.0483Gamma84.48Leverage Ratio-0.0193Theta-0.0005Rho-40.43Eff Leverage0.0044Vega