0.65Open1.10Pre Close14 Volume149 Open Interest9.00Strike Price820.00Turnover310.27%IV2.48%PremiumNov 15, 2024Expiry Date0.27Intrinsic Value100Multiplier0DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.6396Delta0.4223Gamma18.54Leverage Ratio-0.4906Theta0.0001Rho11.86Eff Leverage0.0011Vega