0.43Open0.85Pre Close21 Volume3 Open Interest7.50Strike Price996.00Turnover81.73%IV9.06%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.4223Delta0.2400Gamma13.25Leverage Ratio-0.0124Theta-0.0023Rho-5.60Eff Leverage0.0078Vega