2.40Open2.95Pre Close4 Volume14 Open Interest95.00Strike Price960.00Turnover18.05%IV1.22%PremiumSep 20, 2024Expiry Date1.26Intrinsic Value100Multiplier32DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type-0.5476Delta0.0819Gamma37.50Leverage Ratio-0.0251Theta-0.0364Rho-20.53Eff Leverage0.1098Vega