4.00Open3.52Pre Close2 Volume3 Open Interest172.50Strike Price820.00Turnover10.21%IV0.53%PremiumDec 6, 2024Expiry Date3.26Intrinsic Value100Multiplier3DDays to Expiry0.94Extrinsic Value100Contract SizeAmericanOptions Type0.9844Delta0.0251Gamma52.86Leverage Ratio-0.0278Theta0.0128Rho52.04Eff Leverage0.0060Vega