0.40Open0.45Pre Close43 Volume50 Open Interest3.50Strike Price995.00Turnover87.50%IV1.23%PremiumDec 6, 2024Expiry Date0.16Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.7674Delta1.2550Gamma18.28Leverage Ratio-0.0191Theta0.0002Rho14.03Eff Leverage0.0008Vega