1.65Open1.10Pre Close5 Volume56 Open Interest65.00Strike Price820.00Turnover71.99%IV1.48%PremiumDec 27, 2024Expiry Date0.34Intrinsic Value100Multiplier1DDays to Expiry0.96Extrinsic Value100Contract SizeAmericanOptions Type-0.5158Delta0.1492Gamma57.48Leverage Ratio-0.6274Theta-0.0011Rho-29.65Eff Leverage0.0148Vega