9.45Open11.90Pre Close1 Volume84 Open Interest180.00Strike Price945.00Turnover48.77%IV0.56%PremiumSep 27, 2024Expiry Date8.40Intrinsic Value100Multiplier2DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type0.8855Delta0.0275Gamma21.53Leverage Ratio-0.3098Theta0.0093Rho19.07Eff Leverage0.0279Vega