0.35Open0.55Pre Close24 Volume824 Open Interest110.00Strike Price960.00Turnover25.30%IV3.03%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.1988Delta0.0739Gamma265.91Leverage Ratio-0.0813Theta-0.0037Rho-52.86Eff Leverage0.0416Vega