0.04Open0.03Pre Close319 Volume2.59K Open Interest247.50Strike Price987.00Turnover55.60%IV14.46%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0090Delta0.0021Gamma6178.57Leverage Ratio-0.0278Theta0.0002Rho55.58Eff Leverage0.0052Vega