0.75Open0.50Pre Close13 Volume37 Open Interest78.00Strike Price947.00Turnover48.61%IV3.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.2612Delta0.1187Gamma179.20Leverage Ratio-0.2408Theta0.0011Rho46.81Eff Leverage0.0183Vega