0.30Open0.45Pre Close32 Volume2.22K Open Interest52.50Strike Price906.00Turnover46.28%IV6.34%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.1686Delta0.0882Gamma198.24Leverage Ratio-0.0642Theta0.0013Rho33.42Eff Leverage0.0155Vega