0.75Open0.95Pre Close15 Volume477 Open Interest105.00Strike Price953.00Turnover50.76%IV3.73%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type-0.2815Delta0.0508Gamma90.43Leverage Ratio-0.2148Theta-0.0044Rho-25.46Eff Leverage0.0442Vega