0.41Open0.51Pre Close26 Volume260 Open Interest230.00Strike Price970.00Turnover19.71%IV8.00%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type0.0753Delta0.0134Gamma609.49Leverage Ratio-0.0338Theta0.0099Rho45.88Eff Leverage0.0761Vega