1.65Open0.95Pre Close6 Volume167 Open Interest87.50Strike Price977.00Turnover27.58%IV1.03%PremiumDec 20, 2024Expiry Date0.74Intrinsic Value100Multiplier12DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type-0.5481Delta0.0917Gamma41.81Leverage Ratio-0.0676Theta-0.0142Rho-22.92Eff Leverage0.0625Vega