0.29Open0.54Pre Close30 Volume312 Open Interest75.00Strike Price936.00Turnover21.18%IV0.71%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.4542Delta0.3420Gamma189.47Leverage Ratio-0.1419Theta0.0018Rho86.05Eff Leverage0.0217Vega