0.20Open0.12Pre Close66 Volume399 Open Interest46.00Strike Price964.00Turnover22.90%IV1.13%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.1505Delta0.6100Gamma1549.50Leverage Ratio-0.0931Theta-0.0001Rho-233.23Eff Leverage0.0039Vega