0.35Open0.80Pre Close33 Volume73 Open Interest272.50Strike Price967.00Turnover56.79%IV7.18%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0387Delta0.0086Gamma1695.87Leverage Ratio-0.1455Theta0.0004Rho65.68Eff Leverage0.0145Vega