9.55Open7.90Pre Close1 Volume14 Open Interest93.00Strike Price955.00Turnover44.93%IV1.99%PremiumAug 16, 2024Expiry Date7.55Intrinsic Value100Multiplier24DDays to Expiry2.00Extrinsic Value100Contract SizeAmericanOptions Type0.7751Delta0.0255Gamma10.58Leverage Ratio-0.0814Theta0.0465Rho8.20Eff Leverage0.0786Vega