0.97Open1.20Pre Close9 Volume1.46K Open Interest45.00Strike Price950.00Turnover33.37%IV0.81%PremiumDec 20, 2024Expiry Date0.51Intrinsic Value100Multiplier4DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.6198Delta0.2352Gamma47.91Leverage Ratio-0.0820Theta0.0031Rho29.69Eff Leverage0.0185Vega