4.75Open4.30Pre Close2 Volume72 Open Interest86.00Strike Price955.00Turnover56.22%IV1.07%PremiumNov 8, 2024Expiry Date3.84Intrinsic Value100Multiplier3DDays to Expiry0.96Extrinsic Value100Contract SizeAmericanOptions Type0.7973Delta0.0573Gamma20.19Leverage Ratio-0.2133Theta0.0064Rho16.10Eff Leverage0.0247Vega