0.50Open0.65Pre Close2 Volume46 Open Interest1.00Strike Price95.00Turnover239.14%IV11.54%PremiumJan 17, 2025Expiry Date0.30Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.7705Delta0.3845Gamma2.89Leverage Ratio-0.0052Theta0.0004Rho2.23Eff Leverage0.0010Vega