0.95Open0.90Pre Close9 Volume7 Open Interest47.50Strike Price900.00Turnover19.21%IV2.10%PremiumJan 17, 2025Expiry Date0.10Intrinsic Value100Multiplier25DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type0.5502Delta0.1658Gamma44.28Leverage Ratio-0.0222Theta0.0171Rho24.36Eff Leverage0.0492Vega