9.60Open9.66Pre Close1 Volume19 Open Interest127.00Strike Price960.00Turnover66.22%IV0.14%PremiumSep 27, 2024Expiry Date9.43Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.8622Delta0.0277Gamma11.85Leverage Ratio-0.2081Theta-0.0097Rho-10.21Eff Leverage0.0267Vega