0.17Open0.24Pre Close41 Volume301 Open Interest30.50Strike Price959.00Turnover18.89%IV0.18%PremiumDec 27, 2024Expiry Date0.16Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.6688Delta1.1221Gamma149.54Leverage Ratio-0.0683Theta0.0006Rho100.02Eff Leverage0.0062Vega