1.65Open0.95Pre Close6 Volume167 Open Interest87.50Strike Price977.00Turnover28.19%IV1.03%PremiumDec 20, 2024Expiry Date0.74Intrinsic Value100Multiplier11DDays to Expiry0.89Extrinsic Value100Contract SizeAmericanOptions Type-0.5485Delta0.0918Gamma41.81Leverage Ratio-0.0709Theta-0.0136Rho-22.93Eff Leverage0.0610Vega