4.70Open4.77Pre Close2 Volume155 Open Interest88.00Strike Price966.00Turnover40.14%IV0.56%PremiumAug 23, 2024Expiry Date4.44Intrinsic Value100Multiplier3DDays to Expiry0.52Extrinsic Value100Contract SizeAmericanOptions Type0.8988Delta0.0507Gamma19.77Leverage Ratio-0.1006Theta0.0070Rho17.77Eff Leverage0.0154Vega