3.54Open3.30Pre Close3 Volume589 Open Interest82.50Strike Price955.00Turnover21.94%IV1.49%PremiumJan 17, 2025Expiry Date1.74Intrinsic Value100Multiplier12DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type-0.6844Delta0.1110Gamma35.11Leverage Ratio-0.0414Theta-0.0158Rho-24.03Eff Leverage0.0531Vega