4.80Open6.30Pre Close2 Volume481 Open Interest145.00Strike Price960.00Turnover18.34%IV0.92%PremiumDec 20, 2024Expiry Date3.44Intrinsic Value100Multiplier31DDays to Expiry1.36Extrinsic Value100Contract SizeAmericanOptions Type0.6989Delta0.0438Gamma26.99Leverage Ratio-0.0564Theta0.0840Rho18.86Eff Leverage0.1511Vega