0.20Open0.30Pre Close42 Volume171 Open Interest3.00Strike Price830.00Turnover125.27%IV15.38%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.4376Delta0.4821Gamma12.13Leverage Ratio-0.0079Theta0.0006Rho5.31Eff Leverage0.0026Vega