0.20Open0.31Pre Close4 Volume868 Open Interest50.00Strike Price81.00Turnover80.31%IV30.08%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0325Delta0.0050Gamma356.10Leverage Ratio-0.0216Theta-0.0015Rho-11.58Eff Leverage0.0132Vega