1.90Open0.55Pre Close5 Volume6 Open Interest37.00Strike Price950.00Turnover87.41%IV5.08%PremiumJan 17, 2025Expiry Date0.02Intrinsic Value100Multiplier6DDays to Expiry1.88Extrinsic Value100Contract SizeAmericanOptions Type-0.4765Delta0.0933Gamma21.75Leverage Ratio-0.1371Theta-0.0032Rho-10.37Eff Leverage0.0195Vega