0.47Open0.45Pre Close22 Volume396 Open Interest38.00Strike Price955.00Turnover25.13%IV0.24%PremiumJul 26, 2024Expiry Date0.29Intrinsic Value100Multiplier2DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.6211Delta0.4441Gamma75.42Leverage Ratio-0.0558Theta-0.0017Rho-46.85Eff Leverage0.0130Vega