0.45Open0.90Pre Close22 Volume162 Open Interest25.00Strike Price987.00Turnover19.91%IV2.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.4421Delta0.3916Gamma76.05Leverage Ratio-0.0145Theta0.0044Rho33.62Eff Leverage0.0200Vega