2.49Open6.91Pre Close4 Volume28 Open Interest35.50Strike Price996.00Turnover72.00%IV1.34%PremiumJul 19, 2024Expiry Date2.04Intrinsic Value100Multiplier3DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.8042Delta0.1255Gamma14.81Leverage Ratio-0.0962Theta-0.0021Rho-11.91Eff Leverage0.0085Vega