0.03Open1.18Pre Close666 Volume3.41K Open Interest520.00Strike Price946.00Turnover180.51%IV19.67%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0015Delta0.0001Gamma43153.33Leverage Ratio-0.1622Theta0.0000Rho-65.19Eff Leverage0.0012Vega