0.02Open0.06Pre Close32 Volume1.38K Open Interest25.00Strike Price95.00Turnover49.38%IV6.97%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0681Delta0.1290Gamma780.00Leverage Ratio-0.0202Theta0.0001Rho53.10Eff Leverage0.0027Vega