2.20Open1.96Pre Close5 Volume1.59K Open Interest32.00Strike Price960.00Turnover44.52%IV3.80%PremiumDec 20, 2024Expiry Date0.61Intrinsic Value100Multiplier21DDays to Expiry1.24Extrinsic Value100Contract SizeAmericanOptions Type0.6000Delta0.1107Gamma18.63Leverage Ratio-0.0345Theta0.0103Rho11.18Eff Leverage0.0303Vega