0.15Open0.15Pre Close6 Volume105 Open Interest26.50Strike Price95.00Turnover111.08%IV8.76%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1877Delta0.1335Gamma122.75Leverage Ratio-0.1347Theta0.0002Rho23.04Eff Leverage0.0049Vega