0.05Open0.08Pre Close166 Volume773 Open Interest3.50Strike Price830.00Turnover119.16%IV44.31%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1504Delta0.3209Gamma49.20Leverage Ratio-0.0038Theta0.0002Rho7.40Eff Leverage0.0014Vega