0.22Open0.28Pre Close45 Volume106 Open Interest71.00Strike Price960.00Turnover34.84%IV2.44%PremiumSep 25, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.2369Delta0.1581Gamma315.43Leverage Ratio-0.1437Theta-0.0010Rho-74.72Eff Leverage0.0173Vega