0.05Open0.13Pre Close132 Volume4 Open Interest185.00Strike Price879.00Turnover38.44%IV8.90%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0229Delta0.0076Gamma2832.17Leverage Ratio-0.0366Theta0.0005Rho64.94Eff Leverage0.0100Vega