3.53Open2.25Pre Close4.14K Volume1.51K Open Interest157.00Strike Price893.16KTurnover50.73%IV0.45%PremiumJul 19, 2024Expiry Date3.52Intrinsic Value100Multiplier1DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type0.7806Delta0.0626Gamma38.68Leverage Ratio-0.5925Theta0.0041Rho30.19Eff Leverage0.0275Vega