0.03Open0.03Pre Close402 Volume8.67K Open Interest6.50Strike Price881.00Turnover159.81%IV22.79%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0814Delta0.2119Gamma212.40Leverage Ratio-0.0180Theta0.0000Rho17.30Eff Leverage0.0007Vega