0.95Open1.10Pre Close1 Volume37 Open Interest110.00Strike Price95.00Turnover21.53%IV4.38%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type-0.2191Delta0.0508Gamma152.05Leverage Ratio-0.0394Theta-0.0128Rho-33.32Eff Leverage0.0798Vega