0.08Open0.09Pre Close123 Volume1.54K Open Interest39.00Strike Price820.00Turnover43.97%IV6.58%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0830Delta0.0948Gamma610.67Leverage Ratio-0.0311Theta0.0003Rho50.69Eff Leverage0.0056Vega