0.43Open0.45Pre Close19 Volume116 Open Interest240.00Strike Price820.00Turnover50.76%IV8.87%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.0425Delta0.0064Gamma1052.08Leverage Ratio-0.1348Theta-0.0012Rho-44.69Eff Leverage0.0252Vega