4.80Open3.90Pre Close2 Volume25 Open Interest29.00Strike Price960.00Turnover54.68%IV3.81%PremiumJul 19, 2024Expiry Date3.56Intrinsic Value100Multiplier19DDays to Expiry1.24Extrinsic Value100Contract SizeAmericanOptions Type0.8424Delta0.0587Gamma8.14Leverage Ratio-0.0289Theta0.0124Rho6.86Eff Leverage0.0181Vega