0.90Open1.05Pre Close11 Volume69 Open Interest2.50Strike Price975.00Turnover91.60%IV0.30%PremiumJan 17, 2025Expiry Date0.87Intrinsic Value100Multiplier20DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.9322Delta0.1786Gamma3.74Leverage Ratio-0.0026Theta0.0013Rho3.49Eff Leverage0.0010Vega
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