0.54Open0.50Pre Close17 Volume114 Open Interest10.00Strike Price960.00Turnover36.98%IV1.05%PremiumJan 17, 2025Expiry Date0.49Intrinsic Value100Multiplier12DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.7761Delta0.4192Gamma17.48Leverage Ratio-0.0096Theta0.0026Rho13.57Eff Leverage0.0058Vega