0.40Open0.60Pre Close25 Volume5 Open Interest13.00Strike Price950.00Turnover82.17%IV19.18%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2521Delta0.1459Gamma37.20Leverage Ratio-0.0172Theta0.0014Rho9.38Eff Leverage0.0085Vega