0.60Open0.50Pre Close15 Volume577 Open Interest25.00Strike Price900.00Turnover35.56%IV1.31%PremiumJul 19, 2024Expiry Date0.27Intrinsic Value100Multiplier5DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.6121Delta0.3454Gamma42.12Leverage Ratio-0.0421Theta0.0023Rho25.78Eff Leverage0.0119Vega