3.30Open5.60Pre Close3 Volume8 Open Interest140.00Strike Price960.00Turnover33.80%IV3.44%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry3.10Extrinsic Value100Contract SizeAmericanOptions Type-0.4120Delta0.0320Gamma37.06Leverage Ratio-0.0931Theta-0.0352Rho-15.27Eff Leverage0.1408Vega