0.30Open0.35Pre Close45 Volume76 Open Interest111.00Strike Price881.00Turnover49.23%IV7.96%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.0825Delta0.0280Gamma514.80Leverage Ratio-0.0922Theta0.0010Rho42.48Eff Leverage0.0168Vega