0.30Open0.31Pre Close41 Volume172 Open Interest577.50Strike Price949.00Turnover29.56%IV3.58%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.0430Delta0.0072Gamma2660.93Leverage Ratio-0.2067Theta-0.0012Rho-114.32Eff Leverage0.0393Vega