0.05Open0.05Pre Close19 Volume121 Open Interest85.00Strike Price95.00Turnover30.56%IV2.02%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0906Delta0.1366Gamma1667.40Leverage Ratio-0.1195Theta0.0002Rho151.14Eff Leverage0.0064Vega