0.60Open0.55Pre Close15 Volume56 Open Interest75.00Strike Price959.00Turnover14.32%IV1.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4607Delta0.2196Gamma115.51Leverage Ratio-0.0315Theta-0.0086Rho-53.22Eff Leverage0.0506Vega