1.20Open1.27Pre Close7 Volume16 Open Interest40.00Strike Price946.00Turnover46.86%IV3.34%PremiumDec 20, 2024Expiry Date0.12Intrinsic Value100Multiplier16DDays to Expiry1.33Extrinsic Value100Contract SizeAmericanOptions Type-0.4862Delta0.1031Gamma25.32Leverage Ratio-0.0477Theta-0.0081Rho-12.31Eff Leverage0.0330Vega