0.60Open0.55Pre Close15 Volume56 Open Interest75.00Strike Price959.00Turnover14.29%IV1.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4607Delta0.2196Gamma115.51Leverage Ratio-0.0314Theta-0.0087Rho-53.21Eff Leverage0.0507Vega