4.80Open5.60Pre Close2 Volume193 Open Interest55.00Strike Price960.00Turnover63.18%IV5.10%PremiumOct 18, 2024Expiry Date2.10Intrinsic Value100Multiplier18DDays to Expiry2.70Extrinsic Value100Contract SizeAmericanOptions Type-0.5746Delta0.0523Gamma12.75Leverage Ratio-0.0765Theta-0.0153Rho-7.32Eff Leverage0.0467Vega