0.08Open0.10Pre Close122 Volume2.20K Open Interest20.00Strike Price959.00Turnover14.40%IV0.90%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.3946Delta1.3334Gamma248.88Leverage Ratio-0.0172Theta0.0008Rho98.21Eff Leverage0.0077Vega