0.05Open0.05Pre Close39 Volume538 Open Interest30.00Strike Price881.00Turnover125.61%IV1.09%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.1372Delta0.7665Gamma1515.50Leverage Ratio-1.5126Theta0.0000Rho-207.94Eff Leverage0.0005Vega