0.40Open0.52Pre Close22 Volume1.83K Open Interest130.00Strike Price960.00Turnover44.93%IV15.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.0872Delta0.0144Gamma266.31Leverage Ratio-0.0514Theta0.0044Rho23.23Eff Leverage0.0388Vega