0.95Open0.65Pre Close1 Volume104 Open Interest40.00Strike Price95.00Turnover26.74%IV0.71%PremiumJan 17, 2025Expiry Date0.67Intrinsic Value100Multiplier10DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.6350Delta0.2215Gamma37.46Leverage Ratio-0.0312Theta-0.0059Rho-23.79Eff Leverage0.0241Vega