0.15Open0.30Pre Close35 Volume342 Open Interest6.00Strike Price944.00Turnover172.27%IV47.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.2891Delta0.1820Gamma15.42Leverage Ratio-0.0135Theta0.0006Rho4.46Eff Leverage0.0037Vega