0.80Open0.70Pre Close7.38K Volume10.55K Open Interest3.50Strike Price820.43KTurnover175.44%IV6.74%PremiumJan 17, 2025Expiry Date0.95Intrinsic Value100Multiplier21DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.7836Delta0.1555Gamma3.56Leverage Ratio-0.0134Theta0.0013Rho2.79Eff Leverage0.0032Vega