0.15Open0.10Pre Close56 Volume1.01K Open Interest2.00Strike Price965.00Turnover70.91%IV2.33%PremiumSep 20, 2024Expiry Date0.15Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7988Delta1.4137Gamma12.29Leverage Ratio-0.0048Theta0.0003Rho9.81Eff Leverage0.0008Vega