0.51Open0.40Pre Close1.41K Volume774 Open Interest54.00Strike Price95.96KTurnover42.29%IV1.30%PremiumDec 6, 2024Expiry Date0.34Intrinsic Value100Multiplier3DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.5580Delta0.2008Gamma55.90Leverage Ratio-0.1533Theta-0.0021Rho-31.19Eff Leverage0.0184Vega