0.38Open0.61Pre Close25 Volume139 Open Interest125.00Strike Price935.00Turnover43.05%IV5.09%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2048Delta0.0439Gamma164.52Leverage Ratio-0.1629Theta0.0038Rho33.69Eff Leverage0.0426Vega