0.11Open0.15Pre Close3 Volume609 Open Interest200.00Strike Price95.00Turnover64.35%IV27.27%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.0666Delta0.0055Gamma242.55Leverage Ratio-0.0769Theta0.0053Rho16.16Eff Leverage0.0473Vega