9.45Open9.35Pre Close1 Volume59 Open Interest85.00Strike Price945.00Turnover153.76%IV2.92%PremiumAug 2, 2024Expiry Date7.18Intrinsic Value100Multiplier4DDays to Expiry2.28Extrinsic Value100Contract SizeAmericanOptions Type-0.6577Delta0.0275Gamma7.92Leverage Ratio-0.5589Theta-0.0070Rho-5.21Eff Leverage0.0320Vega