0.69Open0.56Pre Close14 Volume9 Open Interest27.50Strike Price961.00Turnover61.69%IV1.86%PremiumDec 6, 2024Expiry Date0.15Intrinsic Value100Multiplier2DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.5287Delta0.2763Gamma42.08Leverage Ratio-0.1184Theta-0.0010Rho-22.24Eff Leverage0.0093Vega