0.26Open0.07Pre Close352 Volume2.85K Open Interest8.50Strike Price956.00Turnover98.45%IV11.29%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0937Delta0.2839Gamma306.60Leverage Ratio-0.0189Theta0.0000Rho28.73Eff Leverage0.0010Vega