2.30Open2.30Pre Close4 Volume474 Open Interest40.00Strike Price960.00Turnover31.82%IV1.12%PremiumNov 15, 2024Expiry Date2.03Intrinsic Value100Multiplier11DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.8289Delta0.1097Gamma18.27Leverage Ratio-0.0309Theta0.0098Rho15.15Eff Leverage0.0185Vega