0.02Open0.04Pre Close654 Volume915 Open Interest509.00Strike Price996.00Turnover70.04%IV6.82%PremiumJul 18, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0030Delta0.0008Gamma47651.00Leverage Ratio-0.1077Theta0.0000Rho143.88Eff Leverage0.0015Vega