0.40Open0.60Pre Close22 Volume586 Open Interest50.00Strike Price962.00Turnover35.26%IV8.36%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type0.2136Delta0.0756Gamma103.44Leverage Ratio-0.0291Theta0.0052Rho22.10Eff Leverage0.0318Vega