1.35Open1.00Pre Close7 Volume1.23K Open Interest17.50Strike Price947.00Turnover45.79%IV2.75%PremiumDec 20, 2024Expiry Date0.85Intrinsic Value100Multiplier25DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.7046Delta0.1551Gamma13.10Leverage Ratio-0.0167Theta0.0080Rho9.23Eff Leverage0.0168Vega