0.05Open0.04Pre Close19 Volume1.85K Open Interest5.00Strike Price95.00Turnover66.27%IV21.10%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1528Delta0.3497Gamma83.40Leverage Ratio-0.0037Theta0.0004Rho12.74Eff Leverage0.0024Vega