0.88Open1.33Pre Close12 Volume226 Open Interest97.00Strike Price952.00Turnover53.36%IV2.39%PremiumNov 8, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.3397Delta0.0994Gamma117.02Leverage Ratio-0.4032Theta0.0017Rho39.75Eff Leverage0.0253Vega