0.15Open0.15Pre Close65 Volume544 Open Interest97.50Strike Price961.00Turnover41.67%IV7.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0940Delta0.0361Gamma454.90Leverage Ratio-0.0687Theta0.0013Rho42.75Eff Leverage0.0187Vega