0.40Open2.80Pre Close27 Volume77 Open Interest77.50Strike Price895.00Turnover29.00%IV8.50%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1113Delta0.0302Gamma241.06Leverage Ratio-0.0234Theta-0.0057Rho-26.82Eff Leverage0.0411Vega