8.20Open11.15Pre Close1 Volume126 Open Interest267.50Strike Price820.00Turnover45.36%IV1.05%PremiumDec 20, 2024Expiry Date5.34Intrinsic Value100Multiplier3DDays to Expiry2.87Extrinsic Value100Contract SizeAmericanOptions Type0.6571Delta0.0325Gamma33.68Leverage Ratio-0.7528Theta0.0144Rho22.13Eff Leverage0.0916Vega