4.80Open3.63Pre Close2 Volume47 Open Interest270.00Strike Price960.00Turnover34.99%IV0.75%PremiumJul 19, 2024Expiry Date2.79Intrinsic Value100Multiplier0DDays to Expiry2.01Extrinsic Value100Contract SizeAmericanOptions Type-0.7527Delta0.0794Gamma79.76Leverage Ratio-0.9331Theta-0.0033Rho-60.03Eff Leverage0.0360Vega