0.05Open0.15Pre Close9 Volume33 Open Interest7.50Strike Price95.00Turnover236.67%IV69.62%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1717Delta0.1297Gamma30.07Leverage Ratio-0.0202Theta0.0002Rho5.16Eff Leverage0.0021Vega