0.35Open0.60Pre Close3 Volume295 Open Interest12.00Strike Price95.00Turnover96.30%IV22.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1427Delta0.0615Gamma50.23Leverage Ratio-0.0175Theta-0.0014Rho-7.17Eff Leverage0.0086Vega