0.95Open1.00Pre Close1 Volume135 Open Interest4.00Strike Price95.00Turnover133.99%IV8.79%PremiumJan 17, 2025Expiry Date0.55Intrinsic Value100Multiplier23DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.7112Delta0.2205Gamma5.06Leverage Ratio-0.0116Theta0.0015Rho3.60Eff Leverage0.0040Vega