0.01Open0.01Pre Close370 Volume7.75K Open Interest475.00Strike Price842.00Turnover1047.27%IV10.87%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0016Delta0.0003Gamma53290.00Leverage Ratio-8.8527Theta0.0000Rho-87.41Eff Leverage0.0001Vega