0.03Open0.04Pre Close460 Volume5.44K Open Interest72.00Strike Price926.00Turnover20.25%IV2.64%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0375Delta0.0811Gamma4677.33Leverage Ratio-0.0142Theta0.0001Rho175.19Eff Leverage0.0041Vega