3.29Open3.82Pre Close3 Volume129 Open Interest95.00Strike Price987.00Turnover17.24%IV0.62%PremiumOct 18, 2024Expiry Date2.68Intrinsic Value100Multiplier16DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type0.7997Delta0.0787Gamma29.69Leverage Ratio-0.0407Theta0.0335Rho23.74Eff Leverage0.0578Vega