0.99Open1.36Pre Close10 Volume291 Open Interest192.50Strike Price976.00Turnover13.52%IV0.50%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type0.4694Delta0.1932Gamma259.84Leverage Ratio-0.2141Theta0.0056Rho121.97Eff Leverage0.0606Vega