2.36Open1.27Pre Close4 Volume25 Open Interest27.00Strike Price955.00Turnover83.76%IV0.49%PremiumJul 26, 2024Expiry Date2.33Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.8116Delta0.1144Gamma9.67Leverage Ratio-0.0637Theta-0.0025Rho-7.85Eff Leverage0.0077Vega