0.85Open0.57Pre Close7 Volume721 Open Interest45.00Strike Price820.00Turnover57.77%IV3.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type-0.4214Delta0.1197Gamma43.33Leverage Ratio-0.1163Theta-0.0029Rho-18.26Eff Leverage0.0221Vega