1.15Open2.35Pre Close8 Volume32 Open Interest47.00Strike Price946.00Turnover69.57%IV0.98%PremiumDec 13, 2024Expiry Date0.78Intrinsic Value100Multiplier1DDays to Expiry0.47Extrinsic Value100Contract SizeAmericanOptions Type0.6530Delta0.1722Gamma36.75Leverage Ratio-0.3178Theta0.0012Rho24.00Eff Leverage0.0114Vega