2.40Open1.50Pre Close4 Volume171 Open Interest135.00Strike Price950.00Turnover30.42%IV0.93%PremiumJan 17, 2025Expiry Date1.11Intrinsic Value100Multiplier4DDays to Expiry1.24Extrinsic Value100Contract SizeAmericanOptions Type-0.5870Delta0.0881Gamma56.97Leverage Ratio-0.2030Theta-0.0086Rho-33.44Eff Leverage0.0568Vega