3.26Open3.30Pre Close3.11K Volume1.72K Open Interest148.00Strike Price820.24KTurnover34.45%IV0.15%PremiumDec 6, 2024Expiry Date2.98Intrinsic Value100Multiplier1DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.8617Delta0.0832Gamma46.04Leverage Ratio-0.1717Theta-0.0031Rho-39.67Eff Leverage0.0171Vega