0.05Open0.12Pre Close449 Volume581 Open Interest26.50Strike Price986.00Turnover73.76%IV13.24%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0450Delta0.0569Gamma780.67Leverage Ratio-0.0194Theta0.0001Rho35.12Eff Leverage0.0021Vega