4.80Open3.95Pre Close2 Volume100 Open Interest167.50Strike Price955.00Turnover37.32%IV0.94%PremiumNov 8, 2024Expiry Date3.15Intrinsic Value100Multiplier3DDays to Expiry1.60Extrinsic Value100Contract SizeAmericanOptions Type0.7365Delta0.0548Gamma38.78Leverage Ratio-0.3371Theta0.0106Rho28.56Eff Leverage0.0522Vega