0.30Open0.47Pre Close30 Volume284 Open Interest51.50Strike Price956.00Turnover131.29%IV12.21%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.1240Delta0.0484Gamma184.48Leverage Ratio-0.2095Theta0.0003Rho22.88Eff Leverage0.0066Vega