1.56Open1.54Pre Close6 Volume34 Open Interest38.50Strike Price960.00Turnover38.71%IV0.94%PremiumJul 19, 2024Expiry Date1.29Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.7722Delta0.1877Gamma25.14Leverage Ratio-0.0499Theta-0.0032Rho-19.42Eff Leverage0.0127Vega