3.20Open3.64Pre Close3 Volume61 Open Interest37.50Strike Price963.00Turnover40.91%IV1.04%PremiumJan 17, 2025Expiry Date2.87Intrinsic Value100Multiplier21DDays to Expiry0.36Extrinsic Value100Contract SizeAmericanOptions Type-0.7724Delta0.0914Gamma10.72Leverage Ratio-0.0215Theta-0.0133Rho-8.28Eff Leverage0.0251Vega