0.67Open0.80Pre Close18 Volume1.97K Open Interest292.50Strike Price960.00Turnover42.41%IV4.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.1523Delta0.0186Gamma297.45Leverage Ratio-0.4165Theta-0.0043Rho-45.31Eff Leverage0.0705Vega