0.35Open0.30Pre Close32 Volume3.91K Open Interest3.00Strike Price996.00Turnover52.13%IV1.83%PremiumNov 15, 2024Expiry Date0.28Intrinsic Value100Multiplier9DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8762Delta0.7703Gamma10.93Leverage Ratio-0.0034Theta0.0006Rho9.58Eff Leverage0.0010Vega