0.60Open0.53Pre Close13 Volume70 Open Interest33.00Strike Price967.00Turnover68.41%IV13.01%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.2238Delta0.0468Gamma41.07Leverage Ratio-0.0400Theta-0.0053Rho-9.19Eff Leverage0.0279Vega