0.03Open0.03Pre Close23 Volume509 Open Interest25.00Strike Price95.00Turnover43.19%IV9.77%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0793Delta0.1034Gamma456.40Leverage Ratio-0.0134Theta0.0004Rho36.19Eff Leverage0.0049Vega