0.04Open0.07Pre Close252 Volume739 Open Interest17.50Strike Price966.00Turnover31.27%IV2.79%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1478Delta0.5806Gamma568.50Leverage Ratio-0.0215Theta0.0001Rho84.00Eff Leverage0.0029Vega