3.22Open4.30Pre Close3 Volume2.49K Open Interest65.00Strike Price966.00Turnover55.51%IV0.15%PremiumDec 20, 2024Expiry Date3.12Intrinsic Value100Multiplier6DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7569Delta0.0637Gamma17.47Leverage Ratio-0.1336Theta0.0080Rho13.22Eff Leverage0.0277Vega