0.35Open0.40Pre Close3 Volume973 Open Interest8.00Strike Price95.00Turnover46.97%IV4.80%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.4952Delta0.4506Gamma24.37Leverage Ratio-0.0091Theta0.0020Rho12.07Eff Leverage0.0075Vega