0.25Open0.12Pre Close38 Volume36 Open Interest26.00Strike Price820.00Turnover61.45%IV1.19%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.4485Delta0.7722Gamma148.91Leverage Ratio-0.2768Theta-0.0001Rho-66.79Eff Leverage0.0033Vega