0.45Open0.40Pre Close20 Volume53 Open Interest12.50Strike Price900.00Turnover32.66%IV2.21%PremiumJul 19, 2024Expiry Date0.17Intrinsic Value100Multiplier15DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.6048Delta0.4460Gamma28.16Leverage Ratio-0.0117Theta0.0031Rho17.03Eff Leverage0.0102Vega