0.60Open0.50Pre Close15 Volume577 Open Interest25.00Strike Price900.00Turnover38.06%IV1.31%PremiumJul 19, 2024Expiry Date0.27Intrinsic Value100Multiplier4DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.6110Delta0.3445Gamma42.12Leverage Ratio-0.0481Theta0.0020Rho25.73Eff Leverage0.0112Vega