0.77Open0.94Pre Close11 Volume73 Open Interest24.00Strike Price837.00Turnover55.28%IV1.34%PremiumJul 12, 2024Expiry Date0.45Intrinsic Value100Multiplier3DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.6545Delta0.2962Gamma30.20Leverage Ratio-0.0705Theta-0.0014Rho-19.77Eff Leverage0.0083Vega