0.15Open0.04Pre Close9 Volume232 Open Interest77.00Strike Price81.00Turnover39.29%IV4.18%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0853Delta0.0619Gamma803.20Leverage Ratio-0.0724Theta-0.0004Rho-68.51Eff Leverage0.0100Vega