0.10Open0.10Pre Close9 Volume0 Open Interest120.00Strike Price95.00Turnover181.39%IV70.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0177Delta0.0026Gamma705.40Leverage Ratio-0.0491Theta0.0002Rho12.50Eff Leverage0.0041Vega