0.55Open0.15Pre Close17 Volume1.33K Open Interest10.50Strike Price966.00Turnover58.33%IV1.93%PremiumJul 26, 2024Expiry Date0.39Intrinsic Value100Multiplier3DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.7420Delta0.4967Gamma21.78Leverage Ratio-0.0298Theta0.0008Rho16.16Eff Leverage0.0036Vega