2.43Open1.70Pre Close4 Volume91 Open Interest45.50Strike Price969.00Turnover48.47%IV1.27%PremiumAug 2, 2024Expiry Date1.82Intrinsic Value100Multiplier3DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.7725Delta0.1329Gamma23.43Leverage Ratio-0.1031Theta0.0034Rho18.10Eff Leverage0.0141Vega