3.90Open3.90Pre Close3 Volume0 Open Interest73.00Strike Price958.00Turnover48.40%IV1.18%PremiumAug 9, 2024Expiry Date2.00Intrinsic Value100Multiplier2DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type-0.8237Delta0.0938Gamma29.22Leverage Ratio-0.1382Theta-0.0034Rho-24.07Eff Leverage0.0149Vega