0.90Open0.81Pre Close11 Volume942 Open Interest115.00Strike Price957.00Turnover15.71%IV2.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.2925Delta0.0785Gamma141.88Leverage Ratio-0.0328Theta-0.0173Rho-41.50Eff Leverage0.0962Vega