0.30Open0.35Pre Close45 Volume76 Open Interest111.00Strike Price881.00Turnover51.22%IV8.06%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.0900Delta0.0282Gamma709.45Leverage Ratio-0.1012Theta0.0011Rho63.84Eff Leverage0.0183Vega