0.11Open0.01Pre Close947 Volume11.52K Open Interest29.50Strike Price957.00Turnover117.26%IV6.26%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0302Delta0.0794Gamma2777.12Leverage Ratio-0.1080Theta0.0000Rho83.94Eff Leverage0.0005Vega