0.25Open0.38Pre Close40 Volume189 Open Interest115.00Strike Price960.00Turnover28.55%IV10.75%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.0554Delta0.0118Gamma559.09Leverage Ratio-0.0207Theta-0.0043Rho-30.99Eff Leverage0.0371Vega