0.40Open1.75Pre Close26 Volume22 Open Interest37.50Strike Price927.00Turnover61.85%IV20.06%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.1845Delta0.0498Gamma63.30Leverage Ratio-0.0267Theta0.0040Rho11.68Eff Leverage0.0231Vega