4.85Open5.29Pre Close2 Volume401 Open Interest100.00Strike Price995.00Turnover31.27%IV0.82%PremiumJul 19, 2024Expiry Date4.32Intrinsic Value100Multiplier18DDays to Expiry0.78Extrinsic Value100Contract SizeAmericanOptions Type-0.7187Delta0.0525Gamma18.22Leverage Ratio-0.0539Theta-0.0282Rho-13.10Eff Leverage0.0716Vega