3.41Open3.80Pre Close3 Volume12 Open Interest190.00Strike Price961.00Turnover18.59%IV1.96%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry3.10Extrinsic Value100Contract SizeAmericanOptions Type0.5059Delta0.0443Gamma53.35Leverage Ratio-0.0871Theta0.0602Rho26.99Eff Leverage0.1930Vega