4.50Open4.25Pre Close2 Volume5 Open Interest8.00Strike Price875.00Turnover529.79%IV5.54%PremiumJul 19, 2024Expiry Date4.03Intrinsic Value100Multiplier3DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.8776Delta0.1033Gamma0.96Leverage Ratio-0.0553Theta-0.0006Rho-0.84Eff Leverage0.0008Vega