0.38Open0.35Pre Close27 Volume192 Open Interest1.50Strike Price996.00Turnover271.62%IV2.59%PremiumDec 6, 2024Expiry Date0.34Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.8401Delta0.9078Gamma3.22Leverage Ratio-0.0116Theta-0.0001Rho-2.71Eff Leverage0.0002Vega