3.21Open0.95Pre Close3 Volume7 Open Interest265.00Strike Price945.00Turnover28.57%IV4.00%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry3.13Extrinsic Value100Contract SizeAmericanOptions Type0.3484Delta0.0236Gamma72.62Leverage Ratio-0.1876Theta0.0391Rho25.30Eff Leverage0.2029Vega