0.10Open0.23Pre Close111 Volume631 Open Interest128.00Strike Price952.00Turnover16.81%IV1.50%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1560Delta0.1437Gamma935.26Leverage Ratio-0.0870Theta0.0012Rho145.89Eff Leverage0.0237Vega