3.15Open2.41Pre Close3 Volume120 Open Interest14.00Strike Price945.00Turnover132.63%IV0.03%PremiumSep 27, 2024Expiry Date3.15Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9530Delta0.0470Gamma5.44Leverage Ratio-0.0296Theta0.0011Rho5.19Eff Leverage0.0015Vega