1.05Open1.55Pre Close9 Volume17 Open Interest48.00Strike Price945.00Turnover22.66%IV1.42%PremiumDec 20, 2024Expiry Date0.38Intrinsic Value100Multiplier15DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.5345Delta0.1831Gamma46.46Leverage Ratio-0.0267Theta-0.0093Rho-24.84Eff Leverage0.0384Vega