0.81Open0.81Pre Close1 Volume11 Open Interest14.50Strike Price81.00Turnover83.55%IV2.13%PremiumDec 6, 2024Expiry Date0.49Intrinsic Value100Multiplier2DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.7233Delta0.3757Gamma23.06Leverage Ratio-0.0908Theta0.0005Rho16.68Eff Leverage0.0036Vega