2.40Open1.85Pre Close4 Volume30 Open Interest182.50Strike Price960.00Turnover23.70%IV1.38%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry2.40Extrinsic Value100Contract SizeAmericanOptions Type-0.4770Delta0.1173Gamma143.23Leverage Ratio-0.3342Theta-0.0050Rho-68.33Eff Leverage0.0572Vega