2.40Open4.20Pre Close4 Volume1 Open Interest45.00Strike Price960.00Turnover65.84%IV3.36%PremiumAug 16, 2024Expiry Date0.92Intrinsic Value100Multiplier24DDays to Expiry1.48Extrinsic Value100Contract SizeAmericanOptions Type-0.5068Delta0.0529Gamma12.78Leverage Ratio-0.0580Theta-0.0154Rho-6.47Eff Leverage0.0459Vega