1.40Open1.50Pre Close7 Volume357 Open Interest22.50Strike Price990.00Turnover29.06%IV1.05%PremiumDec 20, 2024Expiry Date1.20Intrinsic Value100Multiplier20DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.7948Delta0.1739Gamma16.34Leverage Ratio-0.0134Theta0.0098Rho12.99Eff Leverage0.0160Vega