0.24Open0.55Pre Close33 Volume2 Open Interest96.50Strike Price975.00Turnover23.00%IV1.54%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type0.3327Delta0.1658Gamma201.01Leverage Ratio-0.1197Theta0.0031Rho66.87Eff Leverage0.0346Vega