3.20Open3.25Pre Close3 Volume1.23K Open Interest70.00Strike Price960.00Turnover33.62%IV1.87%PremiumJan 17, 2025Expiry Date1.93Intrinsic Value100Multiplier22DDays to Expiry1.27Extrinsic Value100Contract SizeAmericanOptions Type-0.6090Delta0.0698Gamma20.94Leverage Ratio-0.0453Theta-0.0221Rho-12.76Eff Leverage0.0636Vega