0.09Open0.03Pre Close140 Volume114 Open Interest400.00Strike Price956.00Turnover312.90%IV9.49%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0028Delta0.0007Gamma36533.00Leverage Ratio-1.0933Theta0.0000Rho103.16Eff Leverage0.0003Vega