2.49Open2.46Pre Close4 Volume5 Open Interest4.50Strike Price964.00Turnover370.09%IV1.87%PremiumNov 22, 2024Expiry Date2.36Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.9607Delta0.1068Gamma0.90Leverage Ratio-0.0068Theta-0.0003Rho-0.87Eff Leverage0.0002Vega