0.55Open1.40Pre Close24 Volume94 Open Interest138.00Strike Price960.00Turnover36.63%IV0.38%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1792Delta0.5086Gamma2769.40Leverage Ratio-1.7957Theta0.0000Rho-496.16Eff Leverage0.0037Vega