0.10Open0.10Pre Close106 Volume17.95K Open Interest10.00Strike Price964.00Turnover49.88%IV15.09%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1476Delta0.2224Gamma116.67Leverage Ratio-0.0059Theta0.0007Rho17.22Eff Leverage0.0048Vega