0.05Open0.03Pre Close204 Volume235 Open Interest31.00Strike Price820.00Turnover45.40%IV5.64%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0695Delta0.1041Gamma820.25Leverage Ratio-0.0271Theta-0.0002Rho-57.02Eff Leverage0.0038Vega