1.35Open1.49Pre Close7 Volume146 Open Interest26.00Strike Price996.00Turnover45.28%IV5.42%PremiumNov 15, 2024Expiry Date0.10Intrinsic Value100Multiplier25DDays to Expiry1.41Extrinsic Value100Contract SizeAmericanOptions Type-0.4754Delta0.1297Gamma18.18Leverage Ratio-0.0232Theta-0.0082Rho-8.64Eff Leverage0.0271Vega