0.06Open0.17Pre Close11 Volume165 Open Interest290.00Strike Price95.00Turnover20.90%IV3.59%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0654Delta0.0206Gamma1750.63Leverage Ratio-0.0888Theta0.0020Rho114.41Eff Leverage0.0376Vega