0.13Open0.15Pre Close86 Volume124 Open Interest115.00Strike Price997.00Turnover42.44%IV3.30%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1392Delta0.0705Gamma506.68Leverage Ratio-0.1910Theta0.0007Rho70.52Eff Leverage0.0164Vega