0.22Open0.28Pre Close45 Volume106 Open Interest71.00Strike Price960.00Turnover34.47%IV2.57%PremiumSep 25, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.2252Delta0.1552Gamma322.89Leverage Ratio-0.1370Theta-0.0009Rho-72.73Eff Leverage0.0168Vega