0.15Open1.80Pre Close40 Volume296 Open Interest21.00Strike Price872.00Turnover112.07%IV50.64%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.1033Delta0.0452Gamma80.46Leverage Ratio-0.0154Theta0.0008Rho8.32Eff Leverage0.0064Vega