2.40Open2.60Pre Close4 Volume87 Open Interest130.00Strike Price955.00Turnover30.21%IV2.36%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry2.35Extrinsic Value100Contract SizeAmericanOptions Type0.4857Delta0.0549Gamma48.34Leverage Ratio-0.1257Theta0.0208Rho23.48Eff Leverage0.0958Vega