2.49Open6.91Pre Close4 Volume28 Open Interest35.50Strike Price996.00Turnover71.07%IV1.34%PremiumJul 19, 2024Expiry Date2.04Intrinsic Value100Multiplier3DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.8041Delta0.1256Gamma14.81Leverage Ratio-0.0937Theta-0.0022Rho-11.90Eff Leverage0.0086Vega