0.90Open4.10Pre Close7 Volume116 Open Interest28.00Strike Price820.00Turnover4033.61%IV0.37%PremiumNov 29, 2024Expiry Date1.10Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7280Delta0.2108Gamma21.10Leverage Ratio-347.1880Theta0.0000Rho-15.36Eff Leverage0.0001Vega