0.15Open0.06Pre Close77 Volume332 Open Interest62.00Strike Price893.00Turnover23.94%IV1.88%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.2335Delta0.2362Gamma348.63Leverage Ratio-0.0732Theta0.0011Rho81.41Eff Leverage0.0166Vega