0.96Open0.66Pre Close10 Volume45 Open Interest18.00Strike Price960.00Turnover88.76%IV0.70%PremiumAug 9, 2024Expiry Date0.84Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.8262Delta0.3031Gamma18.75Leverage Ratio-0.0749Theta-0.0004Rho-15.49Eff Leverage0.0025Vega