0.61Open0.54Pre Close15 Volume63 Open Interest45.00Strike Price946.00Turnover39.55%IV0.83%PremiumDec 6, 2024Expiry Date0.31Intrinsic Value100Multiplier2DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type-0.5884Delta0.3085Gamma66.70Leverage Ratio-0.1516Theta-0.0013Rho-39.25Eff Leverage0.0124Vega