0.42Open0.40Pre Close15 Volume390 Open Interest450.00Strike Price820.00Turnover26.58%IV10.74%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.0641Delta0.0049Gamma581.37Leverage Ratio-0.0796Theta0.0143Rho37.25Eff Leverage0.1212Vega