0.05Open0.03Pre Close29 Volume430 Open Interest160.00Strike Price95.00Turnover58.77%IV7.47%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0155Delta0.0062Gamma4939.71Leverage Ratio-0.0350Theta-0.0001Rho-76.48Eff Leverage0.0042Vega