9.45Open11.90Pre Close1 Volume84 Open Interest180.00Strike Price945.00Turnover45.97%IV0.56%PremiumSep 27, 2024Expiry Date8.40Intrinsic Value100Multiplier2DDays to Expiry1.05Extrinsic Value100Contract SizeAmericanOptions Type0.9039Delta0.0257Gamma21.53Leverage Ratio-0.2521Theta0.0095Rho19.46Eff Leverage0.0246Vega