0.20Open0.21Pre Close31 Volume334 Open Interest25.00Strike Price821.00Turnover24.24%IV2.95%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.3474Delta0.2738Gamma78.28Leverage Ratio-0.0133Theta-0.0039Rho-27.19Eff Leverage0.0206Vega