0.50Open0.79Pre Close19 Volume3.83K Open Interest10.00Strike Price960.00Turnover126.75%IV17.61%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.4290Delta0.1389Gamma11.96Leverage Ratio-0.0252Theta0.0019Rho5.13Eff Leverage0.0088Vega