0.50Open0.56Pre Close18 Volume1.58K Open Interest8.50Strike Price820.00Turnover67.49%IV1.61%PremiumDec 20, 2024Expiry Date0.21Intrinsic Value100Multiplier3DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.6582Delta0.6359Gamma24.89Leverage Ratio-0.0329Theta0.0005Rho16.38Eff Leverage0.0031Vega