3.30Open2.60Pre Close3 Volume52 Open Interest50.00Strike Price990.00Turnover60.68%IV7.39%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry3.30Extrinsic Value100Contract SizeAmericanOptions Type0.5124Delta0.0504Gamma16.68Leverage Ratio-0.0659Theta0.0156Rho8.55Eff Leverage0.0520Vega