4.00Open3.70Pre Close2.65K Volume835 Open Interest225.00Strike Price963.20KTurnover28.91%IV0.63%PremiumJul 26, 2024Expiry Date4.13Intrinsic Value100Multiplier4DDays to Expiry1.39Extrinsic Value100Contract SizeAmericanOptions Type-0.7025Delta0.0482Gamma41.28Leverage Ratio-0.2557Theta-0.0175Rho-29.00Eff Leverage0.0870Vega