0.35Open0.32Pre Close22 Volume309 Open Interest65.00Strike Price930.00Turnover20.45%IV4.84%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.2503Delta0.0964Gamma130.13Leverage Ratio-0.0234Theta0.0101Rho32.57Eff Leverage0.0513Vega