4.75Open4.00Pre Close2 Volume23 Open Interest63.00Strike Price950.00Turnover47.07%IV2.95%PremiumDec 20, 2024Expiry Date2.81Intrinsic Value100Multiplier27DDays to Expiry1.94Extrinsic Value100Contract SizeAmericanOptions Type0.6665Delta0.0432Gamma13.16Leverage Ratio-0.0619Theta0.0287Rho8.77Eff Leverage0.0650Vega