3.20Open3.20Pre Close3 Volume0 Open Interest82.50Strike Price960.00Turnover35.37%IV0.95%PremiumSep 20, 2024Expiry Date2.44Intrinsic Value100Multiplier4DDays to Expiry0.76Extrinsic Value100Contract SizeAmericanOptions Type-0.7663Delta0.0976Gamma28.34Leverage Ratio-0.1007Theta-0.0067Rho-21.72Eff Leverage0.0275Vega