2.40Open2.75Pre Close4 Volume319 Open Interest50.00Strike Price960.00Turnover17.26%IV0.90%PremiumJan 17, 2025Expiry Date1.97Intrinsic Value100Multiplier24DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type-0.8151Delta0.1490Gamma22.87Leverage Ratio-0.0086Theta-0.0160Rho-18.64Eff Leverage0.0319Vega