8.90Open6.93Pre Close1 Volume12 Open Interest177.50Strike Price890.00Turnover46.74%IV0.22%PremiumJul 26, 2024Expiry Date8.50Intrinsic Value100Multiplier4DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.8338Delta0.0267Gamma19.68Leverage Ratio-0.2988Theta0.0168Rho16.41Eff Leverage0.0498Vega