0.01Open0.10Pre Close159 Volume977 Open Interest26.50Strike Price893.00Turnover15.89%IV0.19%PremiumJul 26, 2024Expiry Date0.06Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.6703Delta2.3697Gamma265.60Leverage Ratio-0.0616Theta0.0002Rho178.02Eff Leverage0.0035Vega