0.85Open1.80Pre Close9 Volume223 Open Interest37.50Strike Price945.00Turnover75.66%IV11.78%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry1.10Extrinsic Value100Contract SizeAmericanOptions Type-0.1995Delta0.0510Gamma58.94Leverage Ratio-0.0686Theta-0.0025Rho-11.76Eff Leverage0.0202Vega