9.47Open8.20Pre Close1 Volume103 Open Interest17.50Strike Price947.00Turnover167.35%IV8.23%PremiumDec 20, 2024Expiry Date7.42Intrinsic Value100Multiplier3DDays to Expiry2.05Extrinsic Value100Contract SizeAmericanOptions Type0.9904Delta0.0066Gamma3.41Leverage Ratio-0.0128Theta0.0015Rho3.38Eff Leverage0.0006Vega