3.20Open3.50Pre Close3 Volume658 Open Interest50.00Strike Price960.00Turnover32.91%IV0.80%PremiumJan 17, 2025Expiry Date2.78Intrinsic Value100Multiplier20DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.7776Delta0.0724Gamma15.30Leverage Ratio-0.0346Theta0.0211Rho11.90Eff Leverage0.0373Vega