3.41Open3.80Pre Close3 Volume12 Open Interest190.00Strike Price961.00Turnover19.04%IV1.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry3.10Extrinsic Value100Contract SizeAmericanOptions Type0.5050Delta0.0442Gamma53.35Leverage Ratio-0.0906Theta0.0577Rho26.94Eff Leverage0.1891Vega