0.20Open0.25Pre Close32 Volume499 Open Interest97.50Strike Price960.00Turnover104.92%IV0.54%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.4081Delta0.3822Gamma325.77Leverage Ratio-5.6367Theta0.0000Rho-132.96Eff Leverage0.0038Vega