0.05Open0.05Pre Close15 Volume85 Open Interest12.50Strike Price81.00Turnover53.08%IV4.74%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.1568Delta0.4024Gamma261.40Leverage Ratio-0.0260Theta-0.0001Rho-40.98Eff Leverage0.0027Vega