0.60Open0.55Pre Close15 Volume56 Open Interest75.00Strike Price959.00Turnover14.37%IV0.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4651Delta0.2149Gamma111.14Leverage Ratio-0.0309Theta-0.0091Rho-51.69Eff Leverage0.0517Vega