0.47Open0.45Pre Close22 Volume396 Open Interest38.00Strike Price955.00Turnover24.65%IV0.24%PremiumJul 26, 2024Expiry Date0.29Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.6208Delta0.4439Gamma75.42Leverage Ratio-0.0533Theta-0.0018Rho-46.82Eff Leverage0.0133Vega