0.81Open0.72Pre Close1 Volume160 Open Interest56.00Strike Price81.00Turnover44.83%IV0.54%PremiumJul 19, 2024Expiry Date0.51Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.6394Delta0.3809Gamma71.60Leverage Ratio-0.3266Theta-0.0005Rho-45.78Eff Leverage0.0082Vega