3.41Open3.80Pre Close3 Volume12 Open Interest190.00Strike Price961.00Turnover19.28%IV1.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry3.10Extrinsic Value100Contract SizeAmericanOptions Type0.5045Delta0.0441Gamma53.35Leverage Ratio-0.0925Theta0.0564Rho26.91Eff Leverage0.1870Vega