0.15Open0.05Pre Close54 Volume39 Open Interest40.00Strike Price820.00Turnover24.86%IV8.75%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0764Delta0.0507Gamma436.70Leverage Ratio-0.0078Theta-0.0020Rho-33.38Eff Leverage0.0163Vega