0.47Open1.36Pre Close20 Volume457 Open Interest110.00Strike Price956.00Turnover37.72%IV7.73%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type-0.1039Delta0.0230Gamma279.29Leverage Ratio-0.0616Theta-0.0036Rho-29.03Eff Leverage0.0375Vega