0.05Open0.07Pre Close120 Volume2.63K Open Interest30.00Strike Price996.00Turnover7.16%IV2.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1799Delta0.5075Gamma588.80Leverage Ratio-0.0037Theta0.0032Rho105.91Eff Leverage0.0188Vega