2.40Open2.40Pre Close4 Volume0 Open Interest220.00Strike Price960.00Turnover80.41%IV24.25%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry2.40Extrinsic Value100Contract SizeAmericanOptions Type-0.0815Delta0.0025Gamma118.45Leverage Ratio-0.1797Theta-0.0159Rho-9.65Eff Leverage0.1124Vega