3.20Open3.50Pre Close3 Volume658 Open Interest50.00Strike Price960.00Turnover34.22%IV0.80%PremiumJan 17, 2025Expiry Date2.78Intrinsic Value100Multiplier19DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.7760Delta0.0723Gamma15.30Leverage Ratio-0.0370Theta0.0197Rho11.87Eff Leverage0.0362Vega