0.35Open0.30Pre Close28 Volume311 Open Interest7.00Strike Price960.00Turnover81.61%IV7.33%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.4084Delta0.4733Gamma30.02Leverage Ratio-0.0206Theta0.0006Rho12.26Eff Leverage0.0039Vega