2.50Open6.36Pre Close4 Volume79 Open Interest67.00Strike Price955.00Turnover85.29%IV5.98%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry2.30Extrinsic Value100Contract SizeAmericanOptions Type0.4399Delta0.0532Gamma28.74Leverage Ratio-0.2389Theta0.0047Rho12.64Eff Leverage0.0343Vega