0.99Open1.36Pre Close10 Volume291 Open Interest192.50Strike Price976.00Turnover13.39%IV0.50%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.74Extrinsic Value100Contract SizeAmericanOptions Type0.4696Delta0.1933Gamma259.84Leverage Ratio-0.2097Theta0.0057Rho122.01Eff Leverage0.0611Vega