0.65Open1.10Pre Close14 Volume149 Open Interest9.00Strike Price820.00Turnover278.37%IV2.48%PremiumNov 15, 2024Expiry Date0.27Intrinsic Value100Multiplier0DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.6397Delta0.4223Gamma18.54Leverage Ratio-0.3950Theta0.0001Rho11.86Eff Leverage0.0012Vega