0.40Open1.06Pre Close26 Volume451 Open Interest115.00Strike Price876.00Turnover26.85%IV6.50%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1062Delta0.0274Gamma350.51Leverage Ratio-0.0387Theta-0.0049Rho-37.24Eff Leverage0.0458Vega