0.95Open1.25Pre Close10 Volume13 Open Interest9.00Strike Price950.00Turnover78.86%IV0.81%PremiumOct 25, 2024Expiry Date0.87Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8782Delta0.2484Gamma10.67Leverage Ratio-0.0210Theta0.0008Rho9.37Eff Leverage0.0021Vega