0.05Open0.05Pre Close175 Volume107 Open Interest195.00Strike Price875.00Turnover87.77%IV14.16%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0096Delta0.0017Gamma4542.40Leverage Ratio-0.0481Theta-0.0001Rho-43.80Eff Leverage0.0044Vega