0.55Open1.30Pre Close14 Volume52 Open Interest580.00Strike Price966.00Turnover26.24%IV2.94%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type0.1209Delta0.0164Gamma778.33Leverage Ratio-0.4629Theta0.0046Rho94.10Eff Leverage0.0941Vega