0.30Open0.36Pre Close21 Volume14 Open Interest32.00Strike Price821.00Turnover43.36%IV3.46%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.3188Delta0.2401Gamma104.07Leverage Ratio-0.0644Theta0.0012Rho33.17Eff Leverage0.0122Vega