0.43Open0.45Pre Close19 Volume116 Open Interest240.00Strike Price820.00Turnover50.66%IV8.88%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0426Delta0.0064Gamma1052.20Leverage Ratio-0.1348Theta-0.0012Rho-44.79Eff Leverage0.0253Vega