0.25Open0.12Pre Close38 Volume10 Open Interest26.00Strike Price820.00Turnover55.21%IV1.19%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.4483Delta0.7717Gamma148.91Leverage Ratio-0.2229Theta-0.0001Rho-66.76Eff Leverage0.0037Vega