0.06Open0.07Pre Close197 Volume3.72K Open Interest380.00Strike Price960.00Turnover52.38%IV9.20%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0065Delta0.0011Gamma11956.28Leverage Ratio-0.0341Theta-0.0001Rho-77.20Eff Leverage0.0057Vega