0.05Open0.14Pre Close23 Volume202 Open Interest51.50Strike Price95.00Turnover39.91%IV3.83%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0731Delta0.1119Gamma1241.00Leverage Ratio-0.0392Theta0.0001Rho90.68Eff Leverage0.0043Vega