0.05Open0.10Pre Close15 Volume582 Open Interest35.00Strike Price95.00Turnover31.74%IV9.65%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.0610Delta0.0466Gamma552.29Leverage Ratio-0.0092Theta-0.0010Rho-33.67Eff Leverage0.0098Vega