8.20Open5.30Pre Close1 Volume57 Open Interest87.50Strike Price820.00Turnover33.58%IV0.59%PremiumDec 20, 2024Expiry Date7.64Intrinsic Value100Multiplier30DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.8281Delta0.0275Gamma10.75Leverage Ratio-0.0469Theta0.0587Rho8.90Eff Leverage0.0702Vega