0.05Open0.17Pre Close183 Volume166 Open Interest47.50Strike Price960.00Turnover47.88%IV19.88%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0227Delta0.0079Gamma986.83Leverage Ratio-0.0083Theta-0.0007Rho-22.42Eff Leverage0.0076Vega