0.30Open0.65Pre Close38 Volume114 Open Interest95.00Strike Price958.00Turnover30.83%IV6.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.1112Delta0.0348Gamma369.02Leverage Ratio-0.0448Theta-0.0032Rho-41.05Eff Leverage0.0334Vega