0.15Open0.56Pre Close5 Volume6 Open Interest63.00Strike Price95.00Turnover31.65%IV1.46%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.3123Delta0.2558Gamma226.51Leverage Ratio-0.1553Theta0.0009Rho70.73Eff Leverage0.0155Vega