0.10Open0.23Pre Close111 Volume631 Open Interest128.00Strike Price952.00Turnover15.03%IV1.50%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1564Delta0.1444Gamma935.26Leverage Ratio-0.0714Theta0.0015Rho146.26Eff Leverage0.0264Vega