0.28Open0.30Pre Close25 Volume239 Open Interest19.00Strike Price820.00Turnover36.74%IV6.18%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.2725Delta0.1939Gamma66.33Leverage Ratio-0.0137Theta-0.0028Rho-18.07Eff Leverage0.0155Vega