0.05Open0.05Pre Close31 Volume1.69K Open Interest17.50Strike Price95.00Turnover108.70%IV77.97%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0305Delta0.0247Gamma328.33Leverage Ratio-0.0038Theta0.0002Rho10.00Eff Leverage0.0018Vega