0.15Open0.21Pre Close62 Volume1.15K Open Interest267.50Strike Price945.00Turnover54.72%IV12.15%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0201Delta0.0037Gamma2511.58Leverage Ratio-0.0667Theta0.0005Rho50.60Eff Leverage0.0116Vega