1.15Open2.35Pre Close8 Volume32 Open Interest47.00Strike Price946.00Turnover71.58%IV0.98%PremiumDec 13, 2024Expiry Date0.78Intrinsic Value100Multiplier1DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.6528Delta0.1722Gamma36.75Leverage Ratio-0.3410Theta0.0012Rho23.99Eff Leverage0.0111Vega