0.15Open0.15Pre Close65 Volume544 Open Interest97.50Strike Price961.00Turnover38.73%IV7.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0941Delta0.0361Gamma454.90Leverage Ratio-0.0600Theta0.0015Rho42.79Eff Leverage0.0201Vega