0.95Open1.55Pre Close1 Volume201 Open Interest48.00Strike Price95.00Turnover24.07%IV1.85%PremiumDec 20, 2024Expiry Date0.06Intrinsic Value100Multiplier18DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type0.5362Delta0.1521Gamma42.72Leverage Ratio-0.0312Theta0.0126Rho22.91Eff Leverage0.0431Vega