3.30Open3.10Pre Close3 Volume13 Open Interest35.00Strike Price990.00Turnover25.28%IV2.60%PremiumNov 15, 2024Expiry Date2.33Intrinsic Value100Multiplier25DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type0.8541Delta0.0928Gamma14.22Leverage Ratio-0.0149Theta0.0200Rho12.15Eff Leverage0.0223Vega