0.45Open0.40Pre Close16 Volume3.20K Open Interest97.50Strike Price820.00Turnover50.63%IV7.11%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.1345Delta0.0319Gamma219.96Leverage Ratio-0.1196Theta-0.0023Rho-29.58Eff Leverage0.0291Vega