2.53Open4.10Pre Close4 Volume27 Open Interest230.00Strike Price961.00Turnover48.64%IV2.90%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry2.02Extrinsic Value100Contract SizeAmericanOptions Type-0.3267Delta0.0348Gamma111.81Leverage Ratio-0.6584Theta-0.0062Rho-36.53Eff Leverage0.0770Vega