2.40Open2.40Pre Close4 Volume4 Open Interest21.00Strike Price960.00Turnover87.20%IV6.12%PremiumNov 15, 2024Expiry Date1.05Intrinsic Value100Multiplier25DDays to Expiry1.35Extrinsic Value100Contract SizeAmericanOptions Type0.6332Delta0.0742Gamma8.56Leverage Ratio-0.0393Theta0.0079Rho5.42Eff Leverage0.0219Vega