0.45Open0.85Pre Close20 Volume166 Open Interest26.00Strike Price900.00Turnover25.42%IV0.88%PremiumDec 20, 2024Expiry Date0.22Intrinsic Value100Multiplier32DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.5793Delta0.1986Gamma27.60Leverage Ratio-0.0139Theta0.0124Rho15.99Eff Leverage0.0303Vega