0.19Open0.29Pre Close132 Volume118 Open Interest13.50Strike Price956.00Turnover47.04%IV0.15%PremiumJul 12, 2024Expiry Date0.09Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.7459Delta2.3917Gamma121.91Leverage Ratio-0.1308Theta0.0000Rho-90.94Eff Leverage0.0009Vega