0.11Open0.17Pre Close220 Volume2.51K Open Interest22.50Strike Price926.00Turnover52.80%IV9.42%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0683Delta0.1108Gamma588.57Leverage Ratio-0.0165Theta0.0002Rho40.22Eff Leverage0.0030Vega