0.03Open0.05Pre Close153 Volume845 Open Interest38.00Strike Price969.00Turnover59.92%IV2.31%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1372Delta0.3028Gamma743.80Leverage Ratio-0.2051Theta0.0001Rho102.03Eff Leverage0.0027Vega