0.03Open0.04Pre Close323 Volume16 Open Interest114.00Strike Price970.00Turnover60.35%IV13.03%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0120Delta0.0038Gamma3743.71Leverage Ratio-0.0244Theta-0.0002Rho-45.09Eff Leverage0.0043Vega