0.40Open0.40Pre Close24 Volume0 Open Interest12.50Strike Price960.00Turnover68.87%IV11.09%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.2692Delta0.1482Gamma34.03Leverage Ratio-0.0175Theta-0.0021Rho-9.16Eff Leverage0.0107Vega