0.16Open0.20Pre Close50 Volume156 Open Interest110.00Strike Price897.00Turnover162.47%IV39.96%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.0359Delta0.0055Gamma349.87Leverage Ratio-0.1034Theta0.0003Rho12.55Eff Leverage0.0069Vega