2.35Open1.75Pre Close4 Volume64 Open Interest17.50Strike Price995.00Turnover76.08%IV4.88%PremiumNov 15, 2024Expiry Date1.76Intrinsic Value100Multiplier24DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.7255Delta0.0877Gamma7.63Leverage Ratio-0.0274Theta0.0077Rho5.53Eff Leverage0.0167Vega