0.90Open0.76Pre Close9 Volume349 Open Interest20.50Strike Price825.00Turnover35.32%IV-0.42%PremiumJul 19, 2024Expiry Date0.94Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8847Delta0.2354Gamma21.44Leverage Ratio-0.0206Theta0.0021Rho18.97Eff Leverage0.0045Vega