0.82Open0.05Pre Close10 Volume11 Open Interest22.50Strike Price820.00Turnover59.62%IV3.56%PremiumSep 20, 2024Expiry Date0.02Intrinsic Value100Multiplier8DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type-0.4811Delta0.1937Gamma27.41Leverage Ratio-0.0476Theta-0.0025Rho-13.19Eff Leverage0.0138Vega