0.30Open0.30Pre Close20 Volume62 Open Interest84.00Strike Price820.00Turnover50.88%IV5.56%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.48Extrinsic Value100Contract SizeAmericanOptions Type0.1768Delta0.0604Gamma177.84Leverage Ratio-0.1375Theta0.0015Rho31.44Eff Leverage0.0219Vega