8.20Open6.65Pre Close1 Volume354 Open Interest110.00Strike Price820.00Turnover40.36%IV0.21%PremiumOct 18, 2024Expiry Date7.95Intrinsic Value100Multiplier11DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.8490Delta0.0277Gamma13.40Leverage Ratio-0.0983Theta0.0287Rho11.38Eff Leverage0.0490Vega