0.05Open0.03Pre Close19 Volume956 Open Interest20.00Strike Price81.00Turnover81.44%IV4.81%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1170Delta0.2766Gamma478.00Leverage Ratio-0.0909Theta0.0000Rho55.90Eff Leverage0.0017Vega