9.60Open11.80Pre Close1 Volume93 Open Interest175.00Strike Price960.00Turnover34.96%IV1.79%PremiumAug 16, 2024Expiry Date6.58Intrinsic Value100Multiplier25DDays to Expiry3.02Extrinsic Value100Contract SizeAmericanOptions Type-0.6354Delta0.0249Gamma17.27Leverage Ratio-0.1025Theta-0.0643Rho-10.97Eff Leverage0.1654Vega