0.20Open0.13Pre Close5 Volume384 Open Interest5.50Strike Price81.00Turnover191.29%IV8.49%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.4390Delta0.4707Gamma21.20Leverage Ratio-0.0744Theta0.0001Rho9.31Eff Leverage0.0017Vega