0.05Open0.10Pre Close108 Volume659 Open Interest55.00Strike Price964.00Turnover18.95%IV7.01%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.1049Delta0.0714Gamma411.84Leverage Ratio-0.0099Theta0.0036Rho43.21Eff Leverage0.0244Vega