0.35Open0.40Pre Close26 Volume336 Open Interest84.00Strike Price970.00Turnover41.10%IV3.49%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.1792Delta0.0784Gamma266.78Leverage Ratio-0.1367Theta-0.0013Rho-47.81Eff Leverage0.0212Vega