2.40Open1.85Pre Close4 Volume30 Open Interest182.50Strike Price960.00Turnover23.07%IV1.38%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry2.40Extrinsic Value100Contract SizeAmericanOptions Type-0.4768Delta0.1172Gamma143.23Leverage Ratio-0.3129Theta-0.0053Rho-68.29Eff Leverage0.0588Vega