2.40Open2.30Pre Close4 Volume186 Open Interest155.00Strike Price960.00Turnover17.60%IV3.11%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier32DDays to Expiry2.40Extrinsic Value100Contract SizeAmericanOptions Type0.4289Delta0.0491Gamma62.31Leverage Ratio-0.0576Theta0.0559Rho26.72Eff Leverage0.1785Vega