0.99Open1.35Pre Close9 Volume216 Open Interest10.00Strike Price953.00Turnover106.51%IV2.68%PremiumJan 17, 2025Expiry Date1.06Intrinsic Value100Multiplier7DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.7583Delta0.2428Gamma7.30Leverage Ratio-0.0297Theta-0.0013Rho-5.53Eff Leverage0.0038Vega