5.20Open5.00Pre Close2 Volume5 Open Interest22.50Strike Price820.00Turnover117.46%IV8.23%PremiumDec 20, 2024Expiry Date1.06Intrinsic Value100Multiplier30DDays to Expiry1.94Extrinsic Value100Contract SizeAmericanOptions Type0.6240Delta0.0475Gamma6.37Leverage Ratio-0.0515Theta0.0092Rho3.97Eff Leverage0.0258Vega