0.04Open0.04Pre Close470 Volume1.11K Open Interest25.00Strike Price949.00Turnover130.34%IV1.81%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0719Delta0.4392Gamma2545.00Leverage Ratio-0.6416Theta0.0000Rho-182.86Eff Leverage0.0003Vega