2.20Open1.96Pre Close5 Volume1.59K Open Interest32.00Strike Price960.00Turnover44.66%IV3.80%PremiumDec 20, 2024Expiry Date0.61Intrinsic Value100Multiplier21DDays to Expiry1.24Extrinsic Value100Contract SizeAmericanOptions Type0.5999Delta0.1106Gamma18.63Leverage Ratio-0.0347Theta0.0102Rho11.18Eff Leverage0.0302Vega