0.69Open0.85Pre Close17 Volume535 Open Interest31.00Strike Price996.00Turnover40.78%IV1.19%PremiumJul 19, 2024Expiry Date0.03Intrinsic Value100Multiplier2DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.5225Delta0.4178Gamma77.58Leverage Ratio-0.1089Theta0.0009Rho40.53Eff Leverage0.0093Vega