0.60Open0.55Pre Close15 Volume56 Open Interest75.00Strike Price959.00Turnover14.24%IV1.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4606Delta0.2195Gamma115.51Leverage Ratio-0.0311Theta-0.0087Rho-53.20Eff Leverage0.0509Vega