0.01Open0.02Pre Close821 Volume842 Open Interest37.00Strike Price821.00Turnover92.44%IV20.00%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0070Delta0.0045Gamma4624.00Leverage Ratio-0.0077Theta0.0000Rho-32.15Eff Leverage0.0009Vega