0.01Open0.10Pre Close159 Volume977 Open Interest26.50Strike Price893.00Turnover15.32%IV0.17%PremiumJul 26, 2024Expiry Date0.07Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.6998Delta2.3561Gamma265.65Leverage Ratio-0.0572Theta0.0002Rho185.90Eff Leverage0.0033Vega