0.01Open0.02Pre Close536 Volume11.90K Open Interest12.00Strike Price894.00Turnover57.75%IV9.98%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0566Delta0.1793Gamma728.00Leverage Ratio-0.0086Theta0.0001Rho41.23Eff Leverage0.0013Vega