1.65Open1.70Pre Close5 Volume339 Open Interest34.00Strike Price820.00Turnover57.60%IV4.31%PremiumDec 20, 2024Expiry Date0.13Intrinsic Value100Multiplier16DDays to Expiry1.47Extrinsic Value100Contract SizeAmericanOptions Type0.5428Delta0.0970Gamma19.79Leverage Ratio-0.0542Theta0.0073Rho10.74Eff Leverage0.0282Vega