0.37Open0.37Pre Close24 Volume585 Open Interest106.00Strike Price949.00Turnover30.16%IV3.71%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1843Delta0.0765Gamma330.65Leverage Ratio-0.1033Theta0.0023Rho60.95Eff Leverage0.0307Vega