4.75Open4.00Pre Close2 Volume23 Open Interest63.00Strike Price950.00Turnover46.68%IV2.95%PremiumDec 20, 2024Expiry Date2.81Intrinsic Value100Multiplier27DDays to Expiry1.94Extrinsic Value100Contract SizeAmericanOptions Type0.6667Delta0.0432Gamma13.16Leverage Ratio-0.0610Theta0.0291Rho8.78Eff Leverage0.0655Vega