0.61Open0.65Pre Close2 Volume989 Open Interest49.00Strike Price95.00Turnover23.76%IV0.71%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.4866Delta0.9022Gamma288.29Leverage Ratio-0.1692Theta-0.0003Rho-140.28Eff Leverage0.0074Vega