0.05Open0.07Pre Close201 Volume968 Open Interest65.00Strike Price946.00Turnover35.28%IV6.94%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0435Delta0.0405Gamma1520.50Leverage Ratio-0.0223Theta0.0003Rho66.17Eff Leverage0.0060Vega