0.79Open0.85Pre Close12 Volume46 Open Interest11.50Strike Price948.00Turnover72.57%IV0.57%PremiumJan 10, 2025Expiry Date0.72Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.9015Delta0.2952Gamma16.29Leverage Ratio-0.0267Theta0.0005Rho14.69Eff Leverage0.0014Vega