0.38Open0.61Pre Close25 Volume139 Open Interest125.00Strike Price935.00Turnover47.90%IV5.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2045Delta0.0438Gamma164.52Leverage Ratio-0.2008Theta0.0030Rho33.65Eff Leverage0.0383Vega