5.28Open6.72Pre Close2 Volume6 Open Interest260.00Strike Price996.00Turnover18.50%IV0.21%PremiumAug 16, 2024Expiry Date4.12Intrinsic Value100Multiplier5DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.7635Delta0.0498Gamma50.79Leverage Ratio-0.1946Theta0.0315Rho38.78Eff Leverage0.1031Vega