0.05Open0.04Pre Close114 Volume73 Open Interest88.00Strike Price960.00Turnover26.77%IV3.86%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0845Delta0.0698Gamma997.88Leverage Ratio-0.0456Theta0.0007Rho84.31Eff Leverage0.0128Vega