1.64Open1.75Pre Close6 Volume664 Open Interest51.00Strike Price963.00Turnover22.68%IV0.09%PremiumJul 19, 2024Expiry Date1.38Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.8630Delta0.1668Gamma35.03Leverage Ratio-0.0382Theta0.0054Rho30.23Eff Leverage0.0127Vega