0.40Open0.30Pre Close30 Volume970 Open Interest32.00Strike Price960.00Turnover24.37%IV3.96%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3046Delta0.2209Gamma103.57Leverage Ratio-0.0187Theta0.0040Rho31.55Eff Leverage0.0228Vega