0.05Open0.07Pre Close130 Volume548 Open Interest15.50Strike Price961.00Turnover117.03%IV16.59%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0582Delta0.0933Gamma444.00Leverage Ratio-0.0241Theta0.0000Rho25.84Eff Leverage0.0012Vega