3.15Open1.92Pre Close3 Volume122 Open Interest165.00Strike Price950.00Turnover15.76%IV2.44%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry3.16Extrinsic Value100Contract SizeAmericanOptions Type0.4794Delta0.0647Gamma72.96Leverage Ratio-0.0691Theta0.0433Rho34.98Eff Leverage0.1557Vega