0.45Open0.75Pre Close69 Volume46 Open Interest235.00Strike Price820.00Turnover33.25%IV3.01%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0602Delta0.0250Gamma1937.84Leverage Ratio-0.1247Theta-0.0005Rho-116.61Eff Leverage0.0172Vega