0.40Open0.12Pre Close23 Volume115 Open Interest13.50Strike Price902.00Turnover66.44%IV1.61%PremiumJan 17, 2025Expiry Date0.19Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.6115Delta0.5007Gamma33.39Leverage Ratio-0.0640Theta0.0006Rho20.42Eff Leverage0.0044Vega