1.40Open1.01Pre Close7 Volume501 Open Interest30.00Strike Price959.00Turnover63.42%IV1.61%PremiumAug 2, 2024Expiry Date1.03Intrinsic Value100Multiplier2DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.7385Delta0.1874Gamma23.42Leverage Ratio-0.1087Theta0.0017Rho17.29Eff Leverage0.0089Vega