0.06Open0.06Pre Close16 Volume624 Open Interest18.00Strike Price81.00Turnover32.26%IV4.41%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0971Delta0.2657Gamma626.67Leverage Ratio-0.0125Theta-0.0002Rho-60.88Eff Leverage0.0034Vega