0.60Open0.74Pre Close16 Volume149 Open Interest21.00Strike Price955.00Turnover33.85%IV0.28%PremiumDec 20, 2024Expiry Date0.49Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.7640Delta0.4286Gamma35.82Leverage Ratio-0.0342Theta0.0015Rho27.36Eff Leverage0.0065Vega