8.20Open11.15Pre Close1 Volume126 Open Interest267.50Strike Price820.00Turnover46.72%IV1.03%PremiumDec 20, 2024Expiry Date5.40Intrinsic Value100Multiplier3DDays to Expiry2.80Extrinsic Value100Contract SizeAmericanOptions Type0.6992Delta0.0297Gamma34.99Leverage Ratio-0.7311Theta0.0154Rho24.46Eff Leverage0.0874Vega