0.05Open0.10Pre Close19 Volume62 Open Interest30.00Strike Price95.00Turnover59.69%IV30.37%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0396Delta0.0260Gamma461.00Leverage Ratio-0.0066Theta0.0005Rho18.26Eff Leverage0.0047Vega