4.80Open4.40Pre Close2 Volume33 Open Interest230.00Strike Price960.00Turnover52.44%IV10.80%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry4.80Extrinsic Value100Contract SizeAmericanOptions Type0.3033Delta0.0122Gamma41.15Leverage Ratio-0.2168Theta0.0391Rho12.48Eff Leverage0.1903Vega