2.25Open3.15Pre Close4 Volume207 Open Interest26.00Strike Price906.00Turnover132.86%IV0.39%PremiumDec 13, 2024Expiry Date2.20Intrinsic Value100Multiplier0DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.9519Delta0.0714Gamma12.65Leverage Ratio-0.1342Theta0.0003Rho12.04Eff Leverage0.0011Vega