0.01Open0.03Pre Close996 Volume1.07K Open Interest31.50Strike Price996.00Turnover66.90%IV14.06%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0115Delta0.0121Gamma3664.00Leverage Ratio-0.0073Theta0.0000Rho-42.00Eff Leverage0.0011Vega