3.20Open3.15Pre Close3 Volume10 Open Interest75.00Strike Price960.00Turnover21.22%IV1.60%PremiumJan 17, 2025Expiry Date2.03Intrinsic Value100Multiplier23DDays to Expiry1.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6767Delta0.0963Gamma27.28Leverage Ratio-0.0255Theta-0.0249Rho-18.46Eff Leverage0.0655Vega