0.15Open0.58Pre Close6 Volume55 Open Interest37.50Strike Price95.00Turnover235.95%IV9.32%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1256Delta0.0834Gamma229.60Leverage Ratio-0.7463Theta0.0000Rho28.85Eff Leverage0.0022Vega