0.65Open0.53Pre Close15 Volume568 Open Interest21.00Strike Price995.00Turnover31.18%IV2.01%PremiumDec 20, 2024Expiry Date0.42Intrinsic Value100Multiplier24DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.6261Delta0.2189Gamma22.55Leverage Ratio-0.0150Theta0.0084Rho14.12Eff Leverage0.0210Vega