0.03Open0.03Pre Close252 Volume0 Open Interest100.00Strike Price997.00Turnover30.20%IV6.21%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0339Delta0.0248Gamma2354.75Leverage Ratio-0.0234Theta0.0004Rho79.81Eff Leverage0.0076Vega