0.31Open0.50Pre Close28 Volume39 Open Interest42.00Strike Price947.00Turnover55.22%IV6.51%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.1787Delta0.0869Gamma148.53Leverage Ratio-0.0718Theta-0.0012Rho-26.54Eff Leverage0.0142Vega