0.35Open0.30Pre Close30 Volume854 Open Interest95.00Strike Price955.00Turnover36.64%IV4.97%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.1869Delta0.0634Gamma214.07Leverage Ratio-0.0987Theta0.0027Rho40.02Eff Leverage0.0311Vega