0.95Open0.55Pre Close9 Volume383 Open Interest72.50Strike Price960.00Turnover23.97%IV1.40%PremiumJan 17, 2025Expiry Date0.14Intrinsic Value100Multiplier9DDays to Expiry1.01Extrinsic Value100Contract SizeAmericanOptions Type-0.5023Delta0.1435Gamma62.92Leverage Ratio-0.0563Theta-0.0085Rho-31.61Eff Leverage0.0465Vega