0.18Open0.11Pre Close41 Volume22 Open Interest215.00Strike Price970.00Turnover137.53%IV22.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.0204Delta0.0014Gamma1129.57Leverage Ratio-0.2070Theta-0.0005Rho-23.04Eff Leverage0.0126Vega