0.55Open2.85Pre Close2 Volume155 Open Interest350.00Strike Price81.00Turnover34.60%IV2.94%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.2598Delta0.0229Gamma156.43Leverage Ratio-0.4561Theta0.0125Rho40.64Eff Leverage0.1326Vega