0.15Open0.58Pre Close6 Volume55 Open Interest37.50Strike Price95.00Turnover158.57%IV9.32%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1257Delta0.0835Gamma229.60Leverage Ratio-0.3375Theta0.0001Rho28.86Eff Leverage0.0032Vega