0.15Open0.20Pre Close50 Volume241 Open Interest4.00Strike Price968.00Turnover101.27%IV9.79%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4084Delta0.5917Gamma21.60Leverage Ratio-0.0123Theta0.0004Rho8.82Eff Leverage0.0025Vega