0.20Open0.15Pre Close38 Volume86 Open Interest215.00Strike Price949.00Turnover90.23%IV0.12%PremiumJan 3, 2025Expiry Date0.37Intrinsic Value100Multiplier-1DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.8029Delta0.7613Gamma391.58Leverage Ratio-39.6404Theta0.0000Rho314.39Eff Leverage0.0011Vega