0.73Open2.78Pre Close16 Volume137 Open Interest37.00Strike Price936.00Turnover562.29%IV0.49%PremiumNov 15, 2024Expiry Date0.04Intrinsic Value100Multiplier0DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.4893Delta0.6923Gamma168.36Leverage Ratio-42.0872Theta0.0000Rho82.37Eff Leverage0.0004Vega