4.70Open4.77Pre Close2 Volume155 Open Interest88.00Strike Price966.00Turnover41.21%IV0.69%PremiumAug 23, 2024Expiry Date4.32Intrinsic Value100Multiplier3DDays to Expiry0.64Extrinsic Value100Contract SizeAmericanOptions Type0.8937Delta0.0512Gamma20.75Leverage Ratio-0.1069Theta0.0069Rho18.54Eff Leverage0.0159Vega