9.45Open9.35Pre Close1 Volume59 Open Interest85.00Strike Price945.00Turnover154.17%IV3.06%PremiumAug 2, 2024Expiry Date7.07Intrinsic Value100Multiplier4DDays to Expiry2.39Extrinsic Value100Contract SizeAmericanOptions Type-0.6557Delta0.0275Gamma7.97Leverage Ratio-0.5625Theta-0.0069Rho-5.23Eff Leverage0.0320Vega