4.65Open10.38Pre Close2 Volume23 Open Interest121.00Strike Price947.00Turnover35.99%IV0.41%PremiumNov 8, 2024Expiry Date4.31Intrinsic Value100Multiplier2DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.9209Delta0.0467Gamma28.16Leverage Ratio-0.1153Theta0.0054Rho25.93Eff Leverage0.0129Vega