0.45Open0.40Pre Close18 Volume38 Open Interest19.00Strike Price960.00Turnover47.15%IV4.97%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.4140Delta0.1731Gamma26.63Leverage Ratio-0.0189Theta-0.0048Rho-11.03Eff Leverage0.0187Vega