0.48Open0.77Pre Close21 Volume54 Open Interest91.00Strike Price948.00Turnover49.72%IV5.13%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.2165Delta0.0614Gamma151.29Leverage Ratio-0.1621Theta0.0022Rho32.76Eff Leverage0.0282Vega