0.55Open0.60Pre Close22 Volume28 Open Interest1.00Strike Price995.00Turnover253.80%IV3.17%PremiumJan 17, 2025Expiry Date0.43Intrinsic Value100Multiplier22DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.7247Delta0.9517Gamma1.20Leverage Ratio-0.0026Theta-0.0004Rho-0.87Eff Leverage0.0005Vega