9.70Open6.06Pre Close1 Volume12 Open Interest215.00Strike Price970.00Turnover16.10%IV0.24%PremiumDec 20, 2024Expiry Date9.20Intrinsic Value100Multiplier32DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.8236Delta0.0339Gamma21.22Leverage Ratio-0.0270Theta-0.0823Rho-17.47Eff Leverage0.1503Vega