0.05Open0.05Pre Close19 Volume571 Open Interest14.00Strike Price95.00Turnover104.23%IV32.48%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0663Delta0.0701Gamma212.10Leverage Ratio-0.0114Theta0.0002Rho14.07Eff Leverage0.0023Vega