0.57Open0.81Pre Close12 Volume1.82K Open Interest28.50Strike Price962.00Turnover11.09%IV1.31%PremiumAug 16, 2024Expiry Date0.45Intrinsic Value100Multiplier1DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.9752Delta0.2464Gamma62.93Leverage Ratio-0.0060Theta0.0015Rho61.37Eff Leverage0.0012Vega