0.60Open0.55Pre Close15 Volume56 Open Interest75.00Strike Price959.00Turnover14.19%IV1.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.4605Delta0.2194Gamma115.51Leverage Ratio-0.0309Theta-0.0088Rho-53.19Eff Leverage0.0511Vega