8.20Open7.42Pre Close1 Volume48 Open Interest100.00Strike Price820.00Turnover29.06%IV0.70%PremiumOct 18, 2024Expiry Date7.45Intrinsic Value100Multiplier23DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.8597Delta0.0283Gamma13.18Leverage Ratio-0.0490Theta0.0535Rho11.33Eff Leverage0.0605Vega