0.76Open0.53Pre Close10 Volume434 Open Interest72.50Strike Price964.00Turnover28.84%IV3.35%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type-0.3380Delta0.0915Gamma79.92Leverage Ratio-0.0545Theta-0.0082Rho-27.01Eff Leverage0.0508Vega