0.10Open0.15Pre Close102 Volume799 Open Interest8.00Strike Price820.00Turnover160.68%IV23.74%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.1400Delta0.1964Gamma65.30Leverage Ratio-0.0288Theta0.0001Rho9.14Eff Leverage0.0016Vega