0.98Open2.26Pre Close10 Volume61 Open Interest29.00Strike Price949.00Turnover22.62%IV0.25%PremiumNov 29, 2024Expiry Date0.83Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.9072Delta0.2793Gamma31.30Leverage Ratio-0.0108Theta-0.0018Rho-28.40Eff Leverage0.0048Vega