0.40Open0.55Pre Close20 Volume360 Open Interest18.00Strike Price995.00Turnover53.19%IV8.86%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.3842Delta0.1583Gamma28.40Leverage Ratio-0.0187Theta0.0042Rho10.91Eff Leverage0.0173Vega