0.05Open3.93Pre Close38 Volume54 Open Interest360.00Strike Price902.00Turnover51.25%IV0.69%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0440Delta0.0560Gamma12082.67Leverage Ratio-2.5177Theta0.0000Rho-531.56Eff Leverage0.0030Vega