0.30Open0.37Pre Close29 Volume317 Open Interest2.00Strike Price820.00Turnover72.21%IV0.90%PremiumNov 15, 2024Expiry Date0.23Intrinsic Value100Multiplier15DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.7939Delta0.8611Gamma8.11Leverage Ratio-0.0033Theta0.0006Rho6.44Eff Leverage0.0013Vega