1.60Open4.90Pre Close1.26K Volume9 Open Interest97.00Strike Price81.70KTurnover71.70%IV3.41%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1348Delta0.0810Gamma418.18Leverage Ratio-0.5013Theta0.0002Rho56.36Eff Leverage0.0081Vega