9.55Open6.93Pre Close1 Volume14 Open Interest230.00Strike Price955.00Turnover21.70%IV0.96%PremiumJul 19, 2024Expiry Date7.42Intrinsic Value100Multiplier13DDays to Expiry2.13Extrinsic Value100Contract SizeAmericanOptions Type-0.7750Delta0.0349Gamma26.82Leverage Ratio-0.0846Theta-0.0464Rho-20.78Eff Leverage0.1264Vega