0.35Open0.30Pre Close30 Volume854 Open Interest95.00Strike Price955.00Turnover40.49%IV4.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.1867Delta0.0632Gamma214.07Leverage Ratio-0.1198Theta0.0022Rho39.96Eff Leverage0.0282Vega