0.26Open0.01Pre Close58 Volume97 Open Interest68.00Strike Price964.00Turnover95.26%IV5.59%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0512Delta0.0415Gamma1308.55Leverage Ratio-0.2556Theta0.0000Rho-66.95Eff Leverage0.0028Vega