0.05Open0.04Pre Close621 Volume842 Open Interest44.00Strike Price915.00Turnover99.29%IV1.63%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0526Delta0.2389Gamma4472.00Leverage Ratio-0.6172Theta0.0000Rho-235.29Eff Leverage0.0005Vega