0.02Open0.04Pre Close654 Volume915 Open Interest509.00Strike Price996.00Turnover73.14%IV6.16%PremiumJul 18, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0032Delta0.0009Gamma47949.00Leverage Ratio-0.1312Theta0.0000Rho152.24Eff Leverage0.0014Vega