0.30Open0.88Pre Close44 Volume2.01K Open Interest115.00Strike Price946.00Turnover27.32%IV6.01%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0693Delta0.0321Gamma620.69Leverage Ratio-0.0374Theta0.0014Rho43.00Eff Leverage0.0202Vega