0.03Open0.06Pre Close260 Volume1.05K Open Interest177.50Strike Price960.00Turnover1535.52%IV4.82%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0153Delta0.0104Gamma8467.50Leverage Ratio-87.2349Theta0.0000Rho129.60Eff Leverage0.0001Vega