0.60Open0.50Pre Close15 Volume529 Open Interest87.50Strike Price926.00Turnover19.69%IV5.00%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.2059Delta0.0717Gamma186.36Leverage Ratio-0.0288Theta0.0097Rho38.38Eff Leverage0.0574Vega