0.95Open3.20Pre Close1 Volume18 Open Interest420.00Strike Price95.00Turnover19.63%IV4.20%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type0.2261Delta0.0159Gamma166.59Leverage Ratio-0.1476Theta0.0509Rho37.67Eff Leverage0.2904Vega