4.10Open3.99Pre Close2 Volume764 Open Interest30.00Strike Price820.00Turnover65.47%IV2.37%PremiumJan 17, 2025Expiry Date3.31Intrinsic Value100Multiplier23DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type0.7683Delta0.0554Gamma7.93Leverage Ratio-0.0389Theta0.0136Rho6.09Eff Leverage0.0256Vega