0.55Open0.47Pre Close13 Volume45 Open Interest29.00Strike Price970.00Turnover16.45%IV0.42%PremiumNov 1, 2024Expiry Date0.78Intrinsic Value100Multiplier4DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.9318Delta0.2533Gamma38.42Leverage Ratio-0.0109Theta0.0030Rho35.80Eff Leverage0.0041Vega