4.50Open5.45Pre Close2 Volume30 Open Interest175.00Strike Price950.00Turnover35.56%IV0.22%PremiumDec 20, 2024Expiry Date4.60Intrinsic Value100Multiplier6DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.7266Delta0.0402Gamma29.20Leverage Ratio-0.2465Theta0.0208Rho21.22Eff Leverage0.0773Vega