0.28Open0.21Pre Close26 Volume59 Open Interest27.50Strike Price996.00Turnover74.70%IV22.40%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.0964Delta0.0241Gamma99.86Leverage Ratio-0.0220Theta-0.0025Rho-9.63Eff Leverage0.0162Vega