0.35Open0.20Pre Close3 Volume547 Open Interest40.00Strike Price95.00Turnover40.12%IV5.19%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2325Delta0.1341Gamma127.70Leverage Ratio-0.0447Theta0.0019Rho29.69Eff Leverage0.0173Vega