1.08Open0.58Pre Close21 Volume205 Open Interest437.50Strike Price951.00Turnover20.31%IV2.25%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.1405Delta0.0281Gamma778.91Leverage Ratio-0.2868Theta0.0050Rho109.41Eff Leverage0.0873Vega