0.82Open0.55Pre Close12 Volume28 Open Interest33.00Strike Price896.00Turnover27.72%IV0.54%PremiumJul 26, 2024Expiry Date0.57Intrinsic Value100Multiplier4DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.7190Delta0.3183Gamma43.04Leverage Ratio-0.0426Theta0.0030Rho30.94Eff Leverage0.0129Vega