0.85Open0.57Pre Close7 Volume721 Open Interest45.00Strike Price820.00Turnover59.31%IV3.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type-0.4215Delta0.1197Gamma43.33Leverage Ratio-0.1231Theta-0.0028Rho-18.27Eff Leverage0.0216Vega