0.56Open0.70Pre Close20 Volume71 Open Interest48.50Strike Price945.00Turnover74.59%IV5.93%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1416Delta0.0831Gamma256.20Leverage Ratio-0.1545Theta-0.0004Rho-36.28Eff Leverage0.0081Vega