4.70Open4.77Pre Close2 Volume155 Open Interest88.00Strike Price966.00Turnover40.14%IV0.49%PremiumAug 23, 2024Expiry Date4.51Intrinsic Value100Multiplier3DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.8988Delta0.0507Gamma20.11Leverage Ratio-0.1006Theta0.0070Rho18.07Eff Leverage0.0154Vega