0.54Open0.32Pre Close32 Volume480 Open Interest23.00Strike Price901.00Turnover130.13%IV9.39%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2526Delta0.1411Gamma65.54Leverage Ratio-0.1560Theta0.0003Rho16.56Eff Leverage0.0056Vega