2.56Open5.38Pre Close4 Volume2 Open Interest112.00Strike Price955.00Turnover74.69%IV14.06%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry2.39Extrinsic Value100Contract SizeAmericanOptions Type-0.1746Delta0.0132Gamma64.58Leverage Ratio-0.1618Theta-0.0095Rho-11.28Eff Leverage0.0674Vega