9.60Open11.30Pre Close1 Volume207 Open Interest337.50Strike Price960.00Turnover48.91%IV2.06%PremiumDec 20, 2024Expiry Date2.70Intrinsic Value100Multiplier4DDays to Expiry6.90Extrinsic Value100Contract SizeAmericanOptions Type-0.5328Delta0.0226Gamma38.93Leverage Ratio-0.8658Theta-0.0199Rho-20.74Eff Leverage0.1433Vega
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