0.65Open0.97Pre Close13 Volume1.01K Open Interest32.50Strike Price945.00Turnover34.94%IV0.84%PremiumJul 19, 2024Expiry Date0.38Intrinsic Value100Multiplier5DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.5937Delta0.2826Gamma42.83Leverage Ratio-0.0481Theta-0.0026Rho-25.43Eff Leverage0.0153Vega