4.00Open3.52Pre Close2 Volume3 Open Interest172.50Strike Price820.00Turnover11.96%IV0.53%PremiumDec 6, 2024Expiry Date3.26Intrinsic Value100Multiplier2DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.9754Delta0.0339Gamma52.86Leverage Ratio-0.0342Theta0.0110Rho51.56Eff Leverage0.0082Vega