0.15Open0.22Pre Close64 Volume181 Open Interest5.00Strike Price976.00Turnover97.22%IV3.41%PremiumJan 17, 2025Expiry Date0.02Intrinsic Value100Multiplier4DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.4913Delta0.7375Gamma22.13Leverage Ratio-0.0248Theta-0.0003Rho-10.87Eff Leverage0.0022Vega