2.50Open3.20Pre Close4 Volume42 Open Interest30.00Strike Price955.00Turnover101.34%IV6.08%PremiumAug 16, 2024Expiry Date0.56Intrinsic Value100Multiplier24DDays to Expiry1.79Extrinsic Value100Contract SizeAmericanOptions Type-0.4721Delta0.0518Gamma8.85Leverage Ratio-0.0615Theta-0.0102Rho-4.18Eff Leverage0.0302Vega