0.15Open0.17Pre Close41 Volume30 Open Interest38.50Strike Price960.00Turnover32.91%IV2.35%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.2900Delta0.2537Gamma156.80Leverage Ratio-0.0594Theta-0.0012Rho-45.48Eff Leverage0.0140Vega