0.63Open0.60Pre Close13 Volume162 Open Interest92.00Strike Price901.00Turnover20.78%IV0.34%PremiumDec 27, 2024Expiry Date0.39Intrinsic Value100Multiplier1DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.6310Delta0.3032Gamma127.43Leverage Ratio-0.1934Theta0.0024Rho80.41Eff Leverage0.0226Vega