0.55Open1.40Pre Close16 Volume9 Open Interest66.00Strike Price820.00Turnover50.40%IV-0.11%PremiumDec 13, 2024Expiry Date0.47Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.6576Delta0.3067Gamma88.63Leverage Ratio-0.4872Theta0.0005Rho58.28Eff Leverage0.0087Vega