0.45Open0.46Pre Close16 Volume192 Open Interest20.00Strike Price820.00Turnover36.44%IV1.63%PremiumJul 19, 2024Expiry Date0.27Intrinsic Value100Multiplier9DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.6119Delta0.3284Gamma32.43Leverage Ratio-0.0269Theta0.0029Rho19.85Eff Leverage0.0123Vega