3.80Open3.90Pre Close3 Volume192 Open Interest90.00Strike Price976.00Turnover90.96%IV0.05%PremiumDec 6, 2024Expiry Date2.28Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9372Delta0.0776Gamma40.47Leverage Ratio-0.7340Theta0.0003Rho37.93Eff Leverage0.0022Vega