0.43Open0.55Pre Close15 Volume715 Open Interest38.50Strike Price882.00Turnover22.55%IV0.92%PremiumJul 12, 2024Expiry Date0.25Intrinsic Value100Multiplier3DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.5959Delta0.4297Gamma78.06Leverage Ratio-0.0432Theta-0.0022Rho-46.52Eff Leverage0.0156Vega