2.09Open1.95Pre Close5 Volume137 Open Interest96.50Strike Price970.00Turnover20.28%IV0.20%PremiumAug 28, 2024Expiry Date1.64Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.8878Delta0.1373Gamma56.40Leverage Ratio-0.0768Theta0.0042Rho50.07Eff Leverage0.0131Vega