0.05Open0.03Pre Close29 Volume430 Open Interest160.00Strike Price95.00Turnover51.74%IV7.47%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0155Delta0.0062Gamma4939.71Leverage Ratio-0.0343Theta-0.0001Rho-76.43Eff Leverage0.0047Vega