0.01Open0.10Pre Close164 Volume977 Open Interest26.50Strike Price943.00Turnover14.16%IV0.13%PremiumJul 26, 2024Expiry Date0.07Intrinsic Value100Multiplier0DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.5358Delta2.9390Gamma265.65Leverage Ratio-0.0603Theta0.0002Rho142.32Eff Leverage0.0038Vega