0.25Open0.45Pre Close29 Volume276 Open Interest25.50Strike Price927.00Turnover59.71%IV1.38%PremiumNov 15, 2024Expiry Date0.05Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.4632Delta0.4788Gamma72.71Leverage Ratio-0.2375Theta-0.0003Rho-33.68Eff Leverage0.0055Vega