45.80Open55.50Pre Close21 Volume428 Open Interest445.00Strike Price95.45KTurnover4003.71%IV1.65%PremiumDec 13, 2024Expiry Date36.33Intrinsic Value100Multiplier0DDays to Expiry6.74Extrinsic Value100Contract SizeAmericanOptions Type-0.9256Delta0.0059Gamma11.40Leverage Ratio-2076.5721Theta0.0000Rho-10.55Eff Leverage0.0008Vega