0.15Open0.15Pre Close65 Volume544 Open Interest97.50Strike Price961.00Turnover37.99%IV7.39%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0941Delta0.0362Gamma454.90Leverage Ratio-0.0579Theta0.0015Rho42.80Eff Leverage0.0205Vega