0.37Open1.40Pre Close26 Volume120 Open Interest93.00Strike Price962.00Turnover17.94%IV0.70%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.4296Delta0.2592Gamma185.45Leverage Ratio-0.1120Theta0.0033Rho79.67Eff Leverage0.0332Vega