0.07Open0.08Pre Close151 Volume299 Open Interest74.00Strike Price946.00Turnover44.63%IV9.12%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0391Delta0.0262Gamma1357.20Leverage Ratio-0.0283Theta0.0003Rho53.10Eff Leverage0.0061Vega