0.25Open0.40Pre Close56 Volume90 Open Interest20.00Strike Price997.00Turnover101.74%IV12.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1403Delta0.1219Gamma142.40Leverage Ratio-0.0533Theta0.0002Rho19.97Eff Leverage0.0040Vega