9.55Open8.10Pre Close1 Volume93 Open Interest90.00Strike Price955.00Turnover30.23%IV0.20%PremiumDec 20, 2024Expiry Date9.36Intrinsic Value100Multiplier11DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.9713Delta0.0125Gamma10.30Leverage Ratio-0.0249Theta0.0268Rho10.00Eff Leverage0.0114Vega