0.85Open1.15Pre Close13 Volume625 Open Interest35.00Strike Price956.00Turnover42.20%IV10.73%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.2816Delta0.0853Gamma49.60Leverage Ratio-0.0227Theta0.0071Rho13.97Eff Leverage0.0316Vega