0.09Open0.12Pre Close11 Volume192 Open Interest13.00Strike Price95.00Turnover114.33%IV49.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1284Delta0.0792Gamma58.33Leverage Ratio-0.0110Theta0.0007Rho7.49Eff Leverage0.0049Vega