4.80Open4.50Pre Close2 Volume27 Open Interest12.50Strike Price960.00Turnover235.04%IV0.52%PremiumJan 17, 2025Expiry Date4.71Intrinsic Value100Multiplier11DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.8394Delta0.0348Gamma3.16Leverage Ratio-0.0798Theta0.0027Rho2.65Eff Leverage0.0073Vega