0.25Open0.28Pre Close34 Volume103 Open Interest12.00Strike Price995.00Turnover42.85%IV0.09%PremiumJul 26, 2024Expiry Date0.35Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.8429Delta0.7225Gamma31.07Leverage Ratio-0.0212Theta-0.0004Rho-26.19Eff Leverage0.0019Vega