0.96Open1.22Pre Close10 Volume136 Open Interest17.50Strike Price960.00Turnover135.91%IV4.80%PremiumSep 20, 2024Expiry Date0.12Intrinsic Value100Multiplier3DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.5579Delta0.1808Gamma18.35Leverage Ratio-0.1584Theta0.0007Rho10.24Eff Leverage0.0063Vega