0.22Open0.58Pre Close32 Volume498 Open Interest122.00Strike Price961.00Turnover48.24%IV6.67%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1029Delta0.0325Gamma432.49Leverage Ratio-0.1285Theta0.0011Rho44.51Eff Leverage0.0205Vega