3.20Open2.90Pre Close3 Volume37 Open Interest105.00Strike Price960.00Turnover32.87%IV2.57%PremiumNov 15, 2024Expiry Date0.51Intrinsic Value100Multiplier20DDays to Expiry2.69Extrinsic Value100Contract SizeAmericanOptions Type-0.4996Delta0.0501Gamma31.19Leverage Ratio-0.0754Theta-0.0263Rho-15.58Eff Leverage0.0973Vega