0.02Open0.04Pre Close654 Volume915 Open Interest509.00Strike Price996.00Turnover69.67%IV6.64%PremiumJul 18, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0030Delta0.0009Gamma47731.99Leverage Ratio-0.1089Theta0.0000Rho145.54Eff Leverage0.0015Vega