0.40Open0.45Pre Close17 Volume50 Open Interest1.00Strike Price965.00Turnover464.37%IV10.73%PremiumJan 17, 2025Expiry Date0.45Intrinsic Value100Multiplier21DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.8151Delta0.1639Gamma1.81Leverage Ratio-0.0104Theta0.0002Rho1.47Eff Leverage0.0009Vega