0.45Open0.37Pre Close16 Volume11.24K Open Interest95.00Strike Price820.00Turnover38.41%IV12.62%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.0773Delta0.0140Gamma288.24Leverage Ratio-0.0318Theta-0.0049Rho-22.29Eff Leverage0.0390Vega