0.60Open3.00Pre Close12 Volume104 Open Interest43.00Strike Price820.00Turnover38.67%IV0.73%PremiumSep 20, 2024Expiry Date0.49Intrinsic Value100Multiplier3DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.6215Delta0.2629Gamma50.01Leverage Ratio-0.1027Theta-0.0019Rho-31.08Eff Leverage0.0143Vega