9.70Open5.50Pre Close1 Volume15 Open Interest297.50Strike Price970.00Turnover57.77%IV0.10%PremiumDec 6, 2024Expiry Date9.42Intrinsic Value100Multiplier2DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.7733Delta0.0252Gamma26.43Leverage Ratio-0.9651Theta-0.0108Rho-20.44Eff Leverage0.0624Vega