3.20Open3.50Pre Close3 Volume658 Open Interest50.00Strike Price960.00Turnover33.51%IV0.80%PremiumJan 17, 2025Expiry Date2.78Intrinsic Value100Multiplier20DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.7768Delta0.0723Gamma15.30Leverage Ratio-0.0357Theta0.0204Rho11.88Eff Leverage0.0368Vega