0.07Open0.04Pre Close48 Volume120 Open Interest69.00Strike Price821.00Turnover156.22%IV1.25%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.2416Delta0.2989Gamma464.80Leverage Ratio-4.9186Theta0.0000Rho-112.31Eff Leverage0.0021Vega