0.15Open0.20Pre Close40 Volume219 Open Interest55.00Strike Price960.00Turnover115.80%IV21.77%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.0405Delta0.0086Gamma399.94Leverage Ratio-0.0704Theta-0.0004Rho-16.20Eff Leverage0.0076Vega