3.11Open5.45Pre Close3 Volume122 Open Interest46.00Strike Price946.00Turnover80.67%IV4.97%PremiumDec 20, 2024Expiry Date1.12Intrinsic Value100Multiplier16DDays to Expiry2.23Extrinsic Value100Contract SizeAmericanOptions Type-0.5191Delta0.0519Gamma12.30Leverage Ratio-0.0914Theta-0.0110Rho-6.38Eff Leverage0.0380Vega