0.40Open0.45Pre Close2.07K Volume558 Open Interest41.00Strike Price81.15KTurnover33.50%IV0.80%PremiumSep 13, 2024Expiry Date0.20Intrinsic Value100Multiplier2DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.5581Delta0.3696Gamma74.91Leverage Ratio-0.1133Theta0.0013Rho41.80Eff Leverage0.0126Vega