1.35Open2.36Pre Close10 Volume1 Open Interest26.00Strike Price955.00Turnover85.06%IV15.03%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type0.3838Delta0.0727Gamma18.95Leverage Ratio-0.0417Theta0.0053Rho7.27Eff Leverage0.0236Vega