0.50Open2.45Pre Close22 Volume178 Open Interest172.50Strike Price955.00Turnover62.15%IV0.69%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1655Delta0.1086Gamma980.06Leverage Ratio-1.6690Theta0.0001Rho162.23Eff Leverage0.0092Vega