877.69Open871.54Pre Close10.93K Volume113.23K Open Interest5000.00Strike Price960.58MTurnover33.63%IV0.39%PremiumNov 15, 2024Expiry Date864.67Intrinsic Value100Multiplier26DDays to Expiry22.97Extrinsic Value100Contract SizeEuropeanOptions Type0.9689Delta0.0001Gamma6.61Leverage Ratio-1.2888Theta3.3836Rho6.41Eff Leverage1.0925Vega