0.80Open0.79Pre Close12 Volume251 Open Interest11.00Strike Price960.00Turnover109.23%IV15.35%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.4422Delta0.1505Gamma13.64Leverage Ratio-0.0265Theta0.0021Rho6.03Eff Leverage0.0095Vega