0.30Open0.21Pre Close35 Volume449 Open Interest22.50Strike Price962.00Turnover37.48%IV5.98%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3506Delta0.1849Gamma47.91Leverage Ratio-0.0175Theta0.0044Rho16.80Eff Leverage0.0198Vega