1.20Open1.65Pre Close8 Volume21 Open Interest71.00Strike Price945.00Turnover14.91%IV1.30%PremiumSep 20, 2024Expiry Date0.23Intrinsic Value100Multiplier26DDays to Expiry0.92Extrinsic Value100Contract SizeAmericanOptions Type-0.4987Delta0.1477Gamma62.91Leverage Ratio-0.0178Theta-0.0200Rho-31.37Eff Leverage0.0743Vega