3.20Open3.50Pre Close3 Volume29 Open Interest29.00Strike Price967.00Turnover116.14%IV3.95%PremiumJan 17, 2025Expiry Date2.16Intrinsic Value100Multiplier9DDays to Expiry1.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6262Delta0.0774Gamma8.26Leverage Ratio-0.1034Theta-0.0045Rho-5.17Eff Leverage0.0160Vega