0.26Open0.01Pre Close58 Volume97 Open Interest68.00Strike Price964.00Turnover53.83%IV5.59%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0511Delta0.0414Gamma1308.55Leverage Ratio-0.0534Theta-0.0002Rho-66.85Eff Leverage0.0049Vega