0.77Open0.86Pre Close1.05K Volume2.93K Open Interest26.00Strike Price81.80KTurnover42.42%IV0.51%PremiumDec 6, 2024Expiry Date0.60Intrinsic Value100Multiplier2DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.7504Delta0.3697Gamma15.35Leverage Ratio-0.0594Theta-0.0011Rho-11.52Eff Leverage0.0065Vega