4.65Open3.80Pre Close2 Volume32 Open Interest69.00Strike Price950.00Turnover73.55%IV2.71%PremiumJan 17, 2025Expiry Date2.90Intrinsic Value100Multiplier13DDays to Expiry1.95Extrinsic Value100Contract SizeAmericanOptions Type0.6476Delta0.0375Gamma12.95Leverage Ratio-0.1513Theta0.0144Rho8.39Eff Leverage0.0500Vega