0.01Open0.10Pre Close164 Volume977 Open Interest26.50Strike Price943.00Turnover16.11%IV0.12%PremiumJul 26, 2024Expiry Date0.07Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.5447Delta2.5808Gamma265.69Leverage Ratio-0.0683Theta0.0002Rho144.71Eff Leverage0.0038Vega