0.80Open0.85Pre Close12 Volume12 Open Interest0.50Strike Price960.00Turnover878.48%IV0.78%PremiumJul 19, 2024Expiry Date0.79Intrinsic Value100Multiplier14DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9212Delta0.0660Gamma1.29Leverage Ratio-0.0119Theta0.0001Rho1.19Eff Leverage0.0004Vega