0.40Open0.45Pre Close43 Volume50 Open Interest3.50Strike Price995.00Turnover91.89%IV1.09%PremiumDec 6, 2024Expiry Date0.16Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.7518Delta1.2410Gamma18.30Leverage Ratio-0.0210Theta0.0001Rho13.76Eff Leverage0.0009Vega