3.80Open3.91Pre Close2 Volume825 Open Interest350.00Strike Price820.00Turnover20.22%IV1.03%PremiumJan 17, 2025Expiry Date0.82Intrinsic Value100Multiplier7DDays to Expiry3.58Extrinsic Value100Contract SizeAmericanOptions Type-0.5518Delta0.0403Gamma82.16Leverage Ratio-0.2611Theta-0.0337Rho-45.34Eff Leverage0.1934Vega