0.80Open2.85Pre Close11 Volume146 Open Interest125.00Strike Price966.00Turnover47.40%IV4.36%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.95Extrinsic Value100Contract SizeAmericanOptions Type-0.1735Delta0.0487Gamma259.42Leverage Ratio-0.2506Theta-0.0016Rho-45.02Eff Leverage0.0285Vega