1.35Open0.70Pre Close7 Volume332 Open Interest100.00Strike Price960.00Turnover28.25%IV3.75%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry1.50Extrinsic Value100Contract SizeAmericanOptions Type0.3779Delta0.0655Gamma63.12Leverage Ratio-0.0736Theta0.0157Rho23.85Eff Leverage0.0781Vega