3.20Open3.70Pre Close3 Volume154 Open Interest30.00Strike Price950.00Turnover63.82%IV1.87%PremiumOct 18, 2024Expiry Date2.69Intrinsic Value100Multiplier16DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.7324Delta0.0907Gamma8.53Leverage Ratio-0.0349Theta-0.0085Rho-6.25Eff Leverage0.0190Vega