0.45Open0.65Pre Close22 Volume391 Open Interest20.00Strike Price995.00Turnover42.43%IV5.06%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type-0.3592Delta0.2026Gamma43.24Leverage Ratio-0.0205Theta-0.0032Rho-15.53Eff Leverage0.0163Vega