0.07Open0.05Pre Close114 Volume88 Open Interest245.00Strike Price947.00Turnover67.69%IV17.85%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0112Delta0.0020Gamma3780.36Leverage Ratio-0.0397Theta0.0002Rho42.25Eff Leverage0.0064Vega