0.90Open1.07Pre Close10 Volume661 Open Interest8.00Strike Price900.00Turnover48.14%IV0.34%PremiumDec 20, 2024Expiry Date0.87Intrinsic Value100Multiplier18DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8587Delta0.2334Gamma8.25Leverage Ratio-0.0067Theta0.0033Rho7.09Eff Leverage0.0045Vega