8.20Open9.87Pre Close1 Volume268 Open Interest115.00Strike Price820.00Turnover26.36%IV0.07%PremiumJan 17, 2025Expiry Date8.13Intrinsic Value100Multiplier20DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.8840Delta0.0358Gamma12.80Leverage Ratio-0.0243Theta-0.0313Rho-11.31Eff Leverage0.0475Vega