3.00Open2.40Pre Close3 Volume108 Open Interest93.00Strike Price900.00Turnover39.79%IV1.03%PremiumAug 2, 2024Expiry Date2.06Intrinsic Value100Multiplier4DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type-0.6788Delta0.0902Gamma32.19Leverage Ratio-0.1599Theta-0.0069Rho-21.85Eff Leverage0.0359Vega