0.01Open0.04Pre Close588 Volume981 Open Interest19.50Strike Price958.00Turnover99.04%IV7.98%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0371Delta0.0815Gamma1412.00Leverage Ratio-0.0463Theta0.0000Rho-52.42Eff Leverage0.0008Vega