4.60Open4.81Pre Close2 Volume30 Open Interest125.00Strike Price920.00Turnover30.19%IV0.37%PremiumJul 19, 2024Expiry Date4.12Intrinsic Value100Multiplier11DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.7433Delta0.0458Gamma23.69Leverage Ratio-0.1097Theta0.0295Rho17.61Eff Leverage0.0751Vega