0.80Open1.00Pre Close14 Volume236 Open Interest2.50Strike Price979.00Turnover70.35%IV3.39%PremiumDec 20, 2024Expiry Date0.45Intrinsic Value100Multiplier23DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.8516Delta0.4456Gamma5.90Leverage Ratio-0.0029Theta0.0013Rho5.02Eff Leverage0.0017Vega