0.28Open0.22Pre Close29 Volume384 Open Interest16.00Strike Price821.00Turnover24.10%IV2.60%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3847Delta0.5299Gamma80.85Leverage Ratio-0.0104Theta-0.0019Rho-31.10Eff Leverage0.0115Vega