0.35Open0.30Pre Close28 Volume311 Open Interest7.00Strike Price960.00Turnover80.65%IV8.61%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.3497Delta0.4668Gamma38.14Leverage Ratio-0.0190Theta0.0005Rho13.34Eff Leverage0.0036Vega