0.40Open0.55Pre Close25 Volume342 Open Interest5.00Strike Price980.00Turnover51.72%IV0.86%PremiumJan 17, 2025Expiry Date0.35Intrinsic Value100Multiplier11DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.7679Delta0.7220Gamma11.63Leverage Ratio-0.0053Theta-0.0010Rho-8.93Eff Leverage0.0025Vega