0.21Open0.18Pre Close54 Volume412 Open Interest182.50Strike Price875.00Turnover25.96%IV4.44%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type-0.0516Delta0.0193Gamma1526.32Leverage Ratio-0.0575Theta-0.0011Rho-78.73Eff Leverage0.0223Vega