0.05Open0.04Pre Close180 Volume477 Open Interest2.50Strike Price900.00Turnover206.87%IV68.87%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1720Delta0.3909Gamma30.20Leverage Ratio-0.0052Theta0.0001Rho5.19Eff Leverage0.0008Vega