0.31Open0.30Pre Close42 Volume194 Open Interest84.00Strike Price821.00Turnover44.40%IV7.03%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.0887Delta0.0431Gamma524.40Leverage Ratio-0.0678Theta0.0008Rho46.51Eff Leverage0.0135Vega