3.48Open3.68Pre Close3 Volume130 Open Interest77.00Strike Price965.00Turnover86.19%IV1.29%PremiumDec 13, 2024Expiry Date1.93Intrinsic Value100Multiplier1DDays to Expiry1.02Extrinsic Value100Contract SizeAmericanOptions Type0.7482Delta0.1057Gamma32.89Leverage Ratio-0.6868Theta0.0011Rho24.61Eff Leverage0.0112Vega