0.15Open0.58Pre Close6 Volume55 Open Interest37.50Strike Price95.00Turnover194.57%IV9.32%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1257Delta0.0834Gamma229.60Leverage Ratio-0.5078Theta0.0001Rho28.85Eff Leverage0.0026Vega