0.10Open0.19Pre Close97 Volume261 Open Interest55.00Strike Price837.00Turnover37.04%IV5.81%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0670Delta0.0554Gamma833.29Leverage Ratio-0.0321Theta-0.0004Rho-55.82Eff Leverage0.0082Vega