0.30Open0.36Pre Close21 Volume14 Open Interest32.00Strike Price821.00Turnover46.15%IV3.03%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3500Delta0.2427Gamma89.57Leverage Ratio-0.0750Theta0.0012Rho31.35Eff Leverage0.0122Vega