0.24Open0.37Pre Close46 Volume260 Open Interest104.00Strike Price915.00Turnover33.51%IV5.18%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.0963Delta0.0476Gamma619.25Leverage Ratio-0.0688Theta0.0011Rho59.64Eff Leverage0.0183Vega