5.40Open4.40Pre Close2 Volume1.20K Open Interest20.00Strike Price970.00Turnover95.50%IV0.83%PremiumJan 17, 2025Expiry Date4.10Intrinsic Value100Multiplier21DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.8234Delta0.0462Gamma5.07Leverage Ratio-0.0355Theta0.0090Rho4.18Eff Leverage0.0152Vega