21.35Open21.96Pre Close398 Volume9.45K Open Interest430.00Strike Price943.43KTurnover33.86%IV0.11%PremiumDec 20, 2024Expiry Date23.24Intrinsic Value100Multiplier3DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.9596Delta0.0062Gamma19.12Leverage Ratio-0.2118Theta0.0346Rho18.35Eff Leverage0.0361Vega