0.02Open0.03Pre Close328 Volume1.91K Open Interest11.00Strike Price967.00Turnover43.18%IV4.01%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1410Delta0.6345Gamma353.50Leverage Ratio-0.0172Theta0.0001Rho49.86Eff Leverage0.0018Vega