0.43Open0.45Pre Close19 Volume116 Open Interest240.00Strike Price820.00Turnover51.00%IV8.88%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0423Delta0.0063Gamma1052.26Leverage Ratio-0.1351Theta-0.0012Rho-44.52Eff Leverage0.0251Vega