0.50Open0.45Pre Close16 Volume53 Open Interest4.50Strike Price820.00Turnover97.52%IV1.72%PremiumDec 6, 2024Expiry Date0.43Intrinsic Value100Multiplier3DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.8724Delta0.6078Gamma9.04Leverage Ratio-0.0118Theta-0.0003Rho-7.89Eff Leverage0.0007Vega