0.15Open0.17Pre Close75 Volume1.15K Open Interest12.50Strike Price820.00Turnover67.82%IV3.69%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2999Delta0.6466Gamma122.00Leverage Ratio-0.0692Theta0.0002Rho36.59Eff Leverage0.0028Vega