0.32Open0.57Pre Close27 Volume4.33K Open Interest48.50Strike Price949.00Turnover23.18%IV0.27%PremiumDec 27, 2024Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.6369Delta1.7210Gamma485.30Leverage Ratio-0.3096Theta0.0001Rho309.07Eff Leverage0.0035Vega