4.10Open3.80Pre Close2 Volume62 Open Interest82.50Strike Price820.00Turnover45.90%IV1.37%PremiumJan 17, 2025Expiry Date3.01Intrinsic Value100Multiplier9DDays to Expiry1.09Extrinsic Value100Contract SizeAmericanOptions Type-0.6713Delta0.0632Gamma19.87Leverage Ratio-0.1112Theta-0.0124Rho-13.34Eff Leverage0.0454Vega