9.45Open9.35Pre Close1 Volume59 Open Interest85.00Strike Price945.00Turnover153.30%IV3.24%PremiumAug 2, 2024Expiry Date6.92Intrinsic Value100Multiplier4DDays to Expiry2.53Extrinsic Value100Contract SizeAmericanOptions Type-0.6554Delta0.0274Gamma8.11Leverage Ratio-0.5539Theta-0.0071Rho-5.32Eff Leverage0.0323Vega