2.40Open3.40Pre Close4 Volume253 Open Interest97.50Strike Price960.00Turnover36.82%IV0.19%PremiumSep 20, 2024Expiry Date2.22Intrinsic Value100Multiplier6DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type-0.6669Delta0.0783Gamma30.25Leverage Ratio-0.1273Theta-0.0102Rho-20.17Eff Leverage0.0461Vega