0.35Open0.35Pre Close25 Volume374 Open Interest2.00Strike Price953.00Turnover165.02%IV7.19%PremiumJan 17, 2025Expiry Date0.33Intrinsic Value100Multiplier16DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.6314Delta0.6466Gamma3.71Leverage Ratio-0.0066Theta-0.0006Rho-2.34Eff Leverage0.0013Vega